+89.2%
TER vs CAPR
+219.7%
-130.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +26.5% | -18.2% | +7.6% |
| 7D | +5.9% | +25.8% | -19.9% | +5.2% |
| 30D | -30.8% | +50.2% | -81.0% | -31.6% |
| 3M | -29.9% | +185.5% | -215.4% | -32.4% |
| 6M | -27.5% | -64.8% | +37.4% | -26.8% |
| YTD | +37.5% | -61.1% | +98.6% | +38.1% |
| 1Y | +50.3% | +81.0% | -30.7% | +37.1% |
| 3Y | +204.9% | +300.7% | -95.8% | +129.2% |
| 5Y | +89.2% | +223.3% | -134.2% | +30.1% |
| All | +89.2% | +219.7% | -130.5% | +30.1% |
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