+99.1%
V vs CAPR
+142.6%
-43.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.6% | 0.0% |
| 7D | +2.2% | +41.1% | -38.9% | +2.0% |
| 30D | +13.6% | +11.1% | +2.5% | +13.5% |
| 3M | +14.3% | +115.3% | -101.0% | +13.8% |
| 6M | +33.1% | -73.8% | +106.9% | +33.5% |
| YTD | +21.2% | -68.8% | +90.1% | +21.4% |
| 1Y | +26.4% | +43.3% | -16.9% | +23.9% |
| 3Y | +77.6% | +214.7% | -137.1% | +60.8% |
| All | +99.1% | +142.6% | -43.5% | +72.0% |
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