+2,423.3%
TER vs CAPR
-99.1%
+2,522.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.5% |
| 7D | +0.6% | -2.0% | +2.6% | +0.7% |
| 30D | -8.3% | +139.2% | -147.5% | -10.4% |
| 3M | -12.2% | -66.4% | +54.2% | -11.3% |
| 6M | +17.1% | -63.1% | +80.2% | +17.9% |
| YTD | +84.7% | -67.4% | +152.1% | +86.4% |
| 1Y | +199.9% | +58.2% | +141.7% | +178.1% |
| 3Y | +232.8% | +42.2% | +190.6% | +201.3% |
| 5Y | +198.6% | +87.3% | +111.3% | +166.0% |
| 10Y | +1,669.7% | -75.3% | +1,745.0% | +1,406.6% |
| All | +2,423.3% | -99.1% | +2,522.3% | +1,949.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling