-78.0%
SE vs CAPR
+142.6%
-220.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.5% | +0.1% |
| 7D | +2.0% | +41.1% | -39.1% | +1.6% |
| 30D | -20.0% | +11.1% | -31.1% | -20.1% |
| 3M | -31.8% | +115.3% | -147.1% | -32.5% |
| 6M | -15.9% | -73.8% | +57.9% | -15.3% |
| YTD | -40.6% | -68.8% | +28.2% | -40.4% |
| 1Y | -50.7% | +43.3% | -94.0% | -53.2% |
| 3Y | +70.3% | +214.7% | -144.4% | +16.6% |
| All | -78.0% | +142.6% | -220.6% | -88.2% |
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