+10.7%
O vs CAPR
+142.6%
-131.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.4% | -0.8% |
| 7D | +3.7% | +41.1% | -37.4% | +3.5% |
| 30D | +11.2% | +11.1% | +0.1% | +11.1% |
| 3M | -4.0% | +115.3% | -119.3% | -4.5% |
| 6M | -5.2% | -73.8% | +68.6% | -5.0% |
| YTD | +9.5% | -68.8% | +78.3% | +9.6% |
| 1Y | +10.6% | +43.3% | -32.7% | +8.3% |
| 3Y | +38.1% | +214.7% | -176.6% | +27.0% |
| All | +10.7% | +142.6% | -131.9% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling