+96.4%
NI vs CAPR
+87.6%
+8.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.2% |
| 7D | +2.3% | -9.5% | +11.8% | +2.3% |
| 30D | -1.7% | +121.5% | -123.2% | -1.8% |
| 3M | -8.0% | -65.4% | +57.4% | -8.0% |
| 6M | -8.6% | -67.5% | +58.9% | -8.7% |
| YTD | +2.3% | -68.6% | +70.9% | +2.3% |
| 1Y | +6.9% | +42.7% | -35.7% | +6.4% |
| 3Y | +70.6% | +43.4% | +27.2% | +65.0% |
| 5Y | +96.4% | +86.0% | +10.3% | +88.2% |
| All | +96.4% | +87.6% | +8.8% | +88.2% |
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