+14.9%
O vs CAPR
+84.7%
-69.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -0.7% | -2.0% | +1.2% | -0.7% |
| 30D | -1.9% | +139.2% | -141.1% | -2.4% |
| 3M | +3.8% | -66.4% | +70.2% | +4.0% |
| 6M | -4.7% | -63.1% | +58.4% | -4.7% |
| YTD | +12.5% | -67.4% | +79.9% | +12.6% |
| 1Y | +10.8% | +58.2% | -47.4% | +8.5% |
| 3Y | +28.8% | +42.2% | -13.4% | +21.2% |
| All | +14.9% | +84.7% | -69.7% | +2.9% |
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