+42.1%
RF vs CAPR
+142.6%
-100.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -0.4% |
| 7D | -0.9% | +41.1% | -42.0% | -1.5% |
| 30D | +6.0% | +11.1% | -5.1% | +5.8% |
| 3M | -8.9% | +115.3% | -124.2% | -10.4% |
| 6M | +2.3% | -73.8% | +76.2% | +3.2% |
| YTD | +7.6% | -68.8% | +76.4% | +8.0% |
| 1Y | +21.2% | +43.3% | -22.1% | +14.2% |
| 3Y | +108.5% | +214.7% | -106.2% | +72.3% |
| All | +42.1% | +142.6% | -100.5% | +12.5% |
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