+799.0%
NI vs CAPR
-99.1%
+898.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +2.0% | -2.0% | +4.0% | +2.0% |
| 30D | -3.5% | +139.2% | -142.7% | -4.0% |
| 3M | -9.1% | -66.4% | +57.2% | -9.0% |
| 6M | -11.8% | -63.1% | +51.3% | -11.8% |
| YTD | +1.1% | -67.4% | +68.5% | +1.2% |
| 1Y | +6.7% | +58.2% | -51.5% | +4.9% |
| 3Y | +71.1% | +42.2% | +28.9% | +67.0% |
| 5Y | +94.3% | +87.3% | +7.1% | +88.7% |
| 10Y | +135.8% | -75.3% | +211.0% | +124.1% |
| All | +799.0% | -99.1% | +898.0% | +709.2% |
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 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