+885.3%
NI vs CAPR
-99.0%
+984.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.4% | +2.0% |
| 7D | +0.4% | +36.0% | -35.6% | +0.3% |
| 30D | +11.3% | +25.8% | -14.5% | +11.2% |
| 3M | +6.5% | +140.8% | -134.4% | +5.9% |
| 6M | -2.3% | -67.6% | +65.3% | -2.1% |
| YTD | +10.8% | -65.9% | +76.7% | +10.9% |
| 1Y | +6.2% | +66.1% | -59.9% | +4.5% |
| 3Y | +98.7% | +256.9% | -158.2% | +92.8% |
| 5Y | +111.3% | +172.1% | -60.8% | +104.7% |
| 10Y | +178.1% | -64.7% | +242.8% | +163.5% |
| All | +885.3% | -99.0% | +984.3% | +786.4% |
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