-68.1%
SE vs CAPR
+84.7%
-152.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -6.1% | -2.0% | -4.1% | -6.1% |
| 30D | -2.5% | +139.2% | -141.6% | -3.6% |
| 3M | +21.7% | -66.4% | +88.1% | +22.3% |
| 6M | +27.0% | -63.1% | +90.1% | +27.4% |
| YTD | -12.1% | -67.4% | +55.3% | -11.8% |
| 1Y | -40.9% | +58.2% | -99.2% | -44.5% |
| 3Y | +191.0% | +42.2% | +148.8% | +127.5% |
| All | -68.1% | +84.7% | -152.7% | -81.8% |
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