-24.8%
U vs CAPR
+70.4%
-95.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.6% | -0.4% |
| 7D | +32.3% | +36.0% | -3.7% | +31.1% |
| 30D | +9.7% | +25.8% | -16.1% | +8.9% |
| 3M | +19.6% | +140.8% | -121.2% | +15.6% |
| 6M | +82.6% | -67.6% | +150.2% | +84.3% |
| YTD | +16.4% | -65.9% | +82.3% | +17.0% |
| 1Y | +28.5% | +66.1% | -37.6% | +11.8% |
| 3Y | +103.8% | +256.9% | -153.1% | +31.0% |
| 5Y | -70.0% | +172.1% | -242.1% | -82.3% |
| All | -24.8% | +70.4% | -95.2% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling