+379.5%
SE vs CAPR
-56.0%
+435.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +2.7% |
| 7D | +3.3% | +36.0% | -32.8% | +2.6% |
| 30D | -18.2% | +25.8% | -44.0% | -18.6% |
| 3M | -31.3% | +140.8% | -172.1% | -32.9% |
| 6M | -10.1% | -67.6% | +57.5% | -9.5% |
| YTD | -38.9% | -65.9% | +27.0% | -38.6% |
| 1Y | -48.0% | +66.1% | -114.1% | -52.5% |
| 3Y | +78.8% | +256.9% | -178.1% | +47.7% |
| 5Y | -77.1% | +172.1% | -249.2% | -81.3% |
| All | +379.5% | -56.0% | +435.5% | +284.7% |
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