+107.1%
NI vs CAPR
+138.1%
-31.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -0.7% |
| 7D | -0.9% | +41.1% | -42.0% | -1.0% |
| 30D | +9.6% | +11.1% | -1.5% | +9.6% |
| 3M | +2.5% | +115.3% | -112.8% | +2.3% |
| 6M | -5.8% | -73.8% | +68.0% | -5.8% |
| YTD | +8.6% | -68.8% | +77.4% | +8.5% |
| 1Y | +6.0% | +43.3% | -37.3% | +5.5% |
| 3Y | +91.0% | +214.7% | -123.7% | +83.3% |
| All | +107.1% | +138.1% | -31.0% | +97.3% |
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