+2,926.4%
V vs CAPR
-99.6%
+3,026.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -1.7% | -2.0% | +0.3% | -1.7% |
| 30D | +2.0% | +139.2% | -137.2% | +1.0% |
| 3M | +17.4% | -66.4% | +83.7% | +17.7% |
| 6M | +17.5% | -63.1% | +80.6% | +17.7% |
| YTD | +7.6% | -67.4% | +75.0% | +7.9% |
| 1Y | +7.7% | +58.2% | -50.5% | +4.0% |
| 3Y | +54.7% | +42.2% | +12.4% | +47.2% |
| 5Y | +73.0% | +87.3% | -14.2% | +63.1% |
| 10Y | +390.9% | -75.3% | +466.1% | +347.1% |
| All | +2,926.4% | -99.6% | +3,026.0% | +2,983.3% |
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