-44.0%
S vs CAPR
+115.4%
-159.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +26.5% | -25.0% | +1.0% |
| 7D | +1.2% | +25.8% | -24.6% | +0.7% |
| 30D | -7.3% | +50.2% | -57.5% | -8.2% |
| 3M | +5.9% | +185.5% | -179.6% | +3.1% |
| 6M | +45.6% | -64.8% | +110.4% | +46.5% |
| YTD | +58.5% | -61.1% | +119.7% | +58.8% |
| 1Y | +37.6% | +81.0% | -43.4% | +25.2% |
| 3Y | +51.7% | +300.7% | -249.1% | +2.4% |
| 5Y | -67.5% | +223.3% | -290.8% | -80.7% |
| All | -44.0% | +115.4% | -159.4% | -64.4% |
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