+686.6%
P vs CAPR
-68.5%
+755.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.1% | +3.6% |
| 7D | -23.8% | +41.1% | -64.9% | -23.6% |
| 30D | -36.6% | +11.1% | -47.7% | -36.6% |
| 3M | +10.9% | +115.3% | -104.4% | +11.6% |
| 6M | +30.0% | -73.8% | +103.8% | +29.7% |
| YTD | +44.4% | -68.8% | +113.2% | +44.2% |
| 1Y | +3.9% | +43.3% | -39.4% | +7.2% |
| 3Y | +176.6% | +214.7% | -38.1% | +161.1% |
| 5Y | +249.3% | +141.3% | +108.0% | +224.8% |
| All | +686.6% | -68.5% | +755.1% | +567.0% |
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