+890.3%
NI vs CAPR
-99.1%
+989.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.9% | +10.5% | +0.6% |
| 7D | +1.5% | +7.6% | -6.1% | +1.5% |
| 30D | +11.9% | +13.3% | -1.4% | +11.8% |
| 3M | +9.1% | +130.4% | -121.3% | +8.6% |
| 6M | -1.8% | -70.8% | +69.1% | -1.6% |
| YTD | +11.4% | -69.3% | +80.6% | +11.5% |
| 1Y | +6.4% | +59.5% | -53.2% | +4.6% |
| 3Y | +98.2% | +216.8% | -118.6% | +92.5% |
| 5Y | +110.1% | +152.7% | -42.6% | +103.5% |
| 10Y | +189.0% | -68.2% | +257.2% | +174.0% |
| All | +890.3% | -99.1% | +989.4% | +791.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling