-72.0%
S vs CAPR
+84.7%
-156.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -7.7% | -2.0% | -5.7% | -7.7% |
| 30D | -5.3% | +139.2% | -144.5% | -7.4% |
| 3M | +20.3% | -66.4% | +86.6% | +21.4% |
| 6M | +47.4% | -63.1% | +110.5% | +48.2% |
| YTD | +32.5% | -67.4% | +100.0% | +33.5% |
| 1Y | +9.5% | +58.2% | -48.7% | -0.9% |
| 3Y | +15.5% | +42.2% | -26.7% | -12.5% |
| All | -72.0% | +84.7% | -156.7% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling