-47.8%
S vs CAPR
+82.9%
-130.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.3% |
| 7D | +2.0% | +5.9% | -3.9% | +1.8% |
| 30D | -2.7% | +44.6% | -47.3% | -3.6% |
| 3M | -6.9% | +126.4% | -133.2% | -8.9% |
| 6M | +38.1% | -68.6% | +106.6% | +39.2% |
| YTD | +48.0% | -67.0% | +115.0% | +48.7% |
| 1Y | +34.5% | +65.2% | -30.7% | +21.9% |
| 3Y | +38.3% | +235.6% | -197.2% | -6.0% |
| 5Y | -70.9% | +175.4% | -246.3% | -82.7% |
| All | -47.8% | +82.9% | -130.7% | -66.6% |
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