-47.6%
S vs CAPR
+96.5%
-144.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -8.7% | +2.5% | -6.1% |
| 7D | +4.1% | +19.1% | -15.0% | +3.6% |
| 30D | -7.2% | +48.8% | -56.0% | -8.0% |
| 3M | 0.0% | +144.4% | -144.4% | -2.4% |
| 6M | +41.6% | -67.5% | +109.1% | +42.7% |
| YTD | +48.6% | -64.5% | +113.1% | +49.1% |
| 1Y | +30.0% | +74.4% | -44.4% | +17.9% |
| 3Y | +42.2% | +265.7% | -223.6% | -3.8% |
| 5Y | -70.8% | +196.0% | -266.7% | -82.6% |
| All | -47.6% | +96.5% | -144.1% | -66.5% |
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 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