+39.5%
PL vs CAPR
+151.3%
-111.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.3% | -0.5% |
| 7D | +5.6% | +7.6% | -2.0% | +5.5% |
| 30D | -16.9% | +13.3% | -30.2% | -17.2% |
| 3M | -38.2% | +130.4% | -168.6% | -39.6% |
| 6M | -63.4% | -70.8% | +7.4% | -63.0% |
| YTD | -27.6% | -69.3% | +41.6% | -27.1% |
| 1Y | +6.6% | +59.5% | -53.0% | -3.6% |
| 3Y | +557.6% | +216.8% | +340.8% | +389.3% |
| 5Y | +39.5% | +152.7% | -113.2% | -0.9% |
| All | +39.5% | +151.3% | -111.8% | -0.9% |
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