-44.9%
S vs CAPR
+70.2%
-115.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.9% | +9.6% | -0.2% |
| 7D | +1.4% | +7.6% | -6.3% | +1.2% |
| 30D | -10.8% | +13.3% | -24.1% | -11.1% |
| 3M | +5.4% | +130.4% | -125.0% | +3.1% |
| 6M | +41.2% | -70.8% | +112.0% | +42.7% |
| YTD | +56.2% | -69.3% | +125.5% | +57.3% |
| 1Y | +36.3% | +59.5% | -23.2% | +23.3% |
| 3Y | +49.4% | +216.8% | -167.4% | +1.5% |
| 5Y | -66.9% | +152.7% | -219.6% | -80.2% |
| All | -44.9% | +70.2% | -115.1% | -64.7% |
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