+26.8%
PL vs CAPR
+129.6%
-102.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.7% | +5.7% | +10.3% |
| 7D | -6.8% | +41.1% | -47.9% | -7.6% |
| 30D | -29.3% | +11.1% | -40.4% | -29.5% |
| 3M | -44.8% | +115.3% | -160.1% | -45.9% |
| 6M | -68.4% | -73.8% | +5.4% | -68.0% |
| YTD | -36.4% | -68.8% | +32.5% | -35.9% |
| 1Y | +0.7% | +43.3% | -42.6% | -7.8% |
| 3Y | +455.3% | +214.7% | +240.6% | +329.6% |
| 5Y | +22.7% | +141.3% | -118.6% | -11.7% |
| All | +26.8% | +129.6% | -102.8% | -8.9% |
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 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