-44.7%
S vs CAPR
+89.1%
-133.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +9.4% | -1.4% | +7.9% |
| 7D | +1.6% | +36.0% | -34.5% | +0.9% |
| 30D | -10.5% | +25.8% | -36.3% | -10.9% |
| 3M | +9.9% | +140.8% | -130.9% | +7.4% |
| 6M | +41.8% | -67.6% | +109.3% | +43.0% |
| YTD | +56.8% | -65.9% | +122.7% | +57.6% |
| 1Y | +39.0% | +66.1% | -27.1% | +26.2% |
| 3Y | +53.8% | +256.9% | -203.1% | +4.0% |
| 5Y | -68.6% | +172.1% | -240.7% | -81.2% |
| All | -44.7% | +89.1% | -133.7% | -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