+499.2%
NOW vs CAPR
-68.5%
+567.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -0.5% |
| 7D | -3.0% | +41.1% | -44.1% | -3.5% |
| 30D | -26.0% | +11.1% | -37.2% | -26.2% |
| 3M | -13.1% | +115.3% | -128.4% | -14.6% |
| 6M | +14.5% | -73.8% | +88.3% | +15.5% |
| YTD | -33.4% | -68.8% | +35.4% | -33.2% |
| 1Y | -40.6% | +43.3% | -83.9% | -44.6% |
| 3Y | -16.3% | +214.7% | -231.0% | -26.8% |
| 5Y | -26.3% | +141.3% | -167.6% | -36.1% |
| All | +499.2% | -68.5% | +567.7% | +378.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling