+485.4%
P vs CAPR
-78.9%
+564.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +6.5% | -2.0% | +8.5% | +6.5% |
| 30D | +18.8% | +139.2% | -120.4% | +19.6% |
| 3M | +26.7% | -66.4% | +93.1% | +26.5% |
| 6M | +62.2% | -63.1% | +125.3% | +62.0% |
| YTD | +48.5% | -67.4% | +115.9% | +48.3% |
| 1Y | +26.4% | +58.2% | -31.9% | +29.9% |
| 3Y | +159.4% | +42.2% | +117.2% | +153.8% |
| 5Y | +275.8% | +87.3% | +188.5% | +255.6% |
| 10Y | +732.0% | -75.3% | +807.3% | +611.9% |
| All | +485.4% | -78.9% | +564.3% | +374.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling