+49.2%
RF vs CAPR
-99.1%
+148.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +1.3% | -2.0% | +3.3% | +1.3% |
| 30D | -3.6% | +139.2% | -142.8% | -5.5% |
| 3M | +8.1% | -66.4% | +74.5% | +8.8% |
| 6M | +11.5% | -63.1% | +74.6% | +11.9% |
| YTD | +15.6% | -67.4% | +83.0% | +16.2% |
| 1Y | +15.7% | +58.2% | -42.6% | +8.2% |
| 3Y | +86.9% | +42.2% | +44.7% | +70.8% |
| 5Y | +89.8% | +87.3% | +2.6% | +70.8% |
| 10Y | +344.7% | -75.3% | +420.0% | +279.2% |
| All | +49.2% | -99.1% | +148.3% | +21.8% |
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