+67.6%
SPY vs CAPR
+142.6%
-74.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.3% | +0.3% |
| 7D | -2.7% | +41.1% | -43.8% | -3.0% |
| 30D | -5.4% | +11.1% | -16.5% | -5.5% |
| 3M | -4.1% | +115.3% | -119.4% | -4.9% |
| 6M | +0.7% | -73.8% | +74.5% | +1.2% |
| YTD | +8.7% | -68.8% | +77.5% | +9.0% |
| 1Y | +10.9% | +43.3% | -32.4% | +7.6% |
| 3Y | +75.0% | +214.7% | -139.7% | +54.8% |
| All | +67.6% | +142.6% | -74.9% | +42.7% |
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