+232.4%
RF vs CAPR
-67.6%
+300.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.9% | +9.2% | -0.6% |
| 7D | +0.3% | +7.6% | -7.3% | +0.2% |
| 30D | +6.2% | +13.3% | -7.1% | +5.8% |
| 3M | -7.8% | +130.4% | -138.2% | -9.9% |
| 6M | +5.9% | -70.8% | +76.7% | +6.9% |
| YTD | +9.0% | -69.3% | +78.3% | +9.7% |
| 1Y | +19.3% | +59.5% | -40.3% | +10.2% |
| 3Y | +116.4% | +216.8% | -100.3% | +89.1% |
| 5Y | +46.0% | +152.7% | -106.7% | +26.3% |
| All | +232.4% | -67.6% | +300.1% | +165.7% |
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