-48.8%
S vs CAPR
+72.7%
-121.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.0% | +1.5% |
| 7D | -13.4% | +41.1% | -54.5% | -14.1% |
| 30D | -14.0% | +11.1% | -25.1% | -14.2% |
| 3M | +4.9% | +115.3% | -110.4% | +2.7% |
| 6M | +42.0% | -73.8% | +115.8% | +43.8% |
| YTD | +45.1% | -68.8% | +113.9% | +46.1% |
| 1Y | +33.1% | +43.3% | -10.2% | +21.6% |
| 3Y | +40.6% | +214.7% | -174.1% | -4.2% |
| 5Y | -67.5% | +141.3% | -208.8% | -80.4% |
| All | -48.8% | +72.7% | -121.5% | -67.2% |
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