+54.6%
TER vs CAPR
+142.6%
-88.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +2.5% |
| 7D | -20.5% | +41.1% | -61.5% | -21.2% |
| 30D | -47.0% | +11.1% | -58.1% | -47.2% |
| 3M | -43.3% | +115.3% | -158.6% | -44.8% |
| 6M | -42.9% | -73.8% | +30.9% | -41.9% |
| YTD | +12.9% | -68.8% | +81.7% | +14.1% |
| 1Y | +18.2% | +43.3% | -25.1% | +8.5% |
| 3Y | +151.8% | +214.7% | -62.9% | +90.9% |
| All | +54.6% | +142.6% | -88.0% | +8.4% |
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