+77.5%
O vs CAPR
-63.2%
+140.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | -0.4% |
| 7D | -0.4% | +19.1% | -19.5% | -0.7% |
| 30D | +8.3% | +48.8% | -40.6% | +7.7% |
| 3M | -4.0% | +144.4% | -148.4% | -5.3% |
| 6M | -2.6% | -67.5% | +64.9% | -2.3% |
| YTD | +9.9% | -64.5% | +74.4% | +10.0% |
| 1Y | +9.8% | +74.4% | -64.6% | +4.8% |
| 3Y | +39.7% | +265.7% | -226.0% | +28.0% |
| 5Y | +9.2% | +196.0% | -186.8% | -0.9% |
| All | +77.5% | -63.2% | +140.7% | +47.6% |
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