+112.5%
NET vs CAPR
+84.7%
+27.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -7.0% | -2.0% | -5.0% | -7.0% |
| 30D | -4.8% | +139.2% | -144.0% | -6.8% |
| 3M | +3.8% | -66.4% | +70.2% | +4.9% |
| 6M | +50.0% | -63.1% | +113.2% | +51.3% |
| YTD | +41.5% | -67.4% | +108.9% | +42.9% |
| 1Y | +32.8% | +58.2% | -25.4% | +22.3% |
| 3Y | +335.9% | +42.2% | +293.7% | +241.1% |
| All | +112.5% | +84.7% | +27.8% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling