-78.0%
SE vs CAPR
+172.3%
-250.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.1% | +1.2% |
| 7D | -0.5% | +5.9% | -6.4% | -0.6% |
| 30D | -20.9% | +44.6% | -65.5% | -21.3% |
| 3M | -38.9% | +126.4% | -165.3% | -39.6% |
| 6M | -19.4% | -68.6% | +49.2% | -19.1% |
| YTD | -40.9% | -67.0% | +26.1% | -40.8% |
| 1Y | -46.2% | +65.2% | -111.4% | -49.2% |
| 3Y | +63.7% | +235.6% | -171.8% | +11.9% |
| All | -78.0% | +172.3% | -250.3% | -88.5% |
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