+237.3%
P vs CAPR
+126.3%
+111.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.6% | -12.8% | -16.6% |
| 7D | -31.9% | +29.7% | -61.6% | -31.0% |
| 30D | -36.5% | +11.0% | -47.5% | -36.1% |
| 3M | +11.6% | +118.8% | -107.2% | +17.0% |
| 6M | +25.2% | -73.9% | +99.1% | +22.1% |
| YTD | +39.4% | -70.2% | +109.6% | +37.2% |
| 1Y | -3.7% | +38.3% | -41.9% | +18.0% |
| 3Y | +167.3% | +199.7% | -32.4% | +188.2% |
| 5Y | +237.3% | +130.6% | +106.8% | +244.1% |
| All | +237.3% | +126.3% | +111.0% | +244.1% |
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