+3,309.9%
V vs CAPR
-99.6%
+3,409.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -3.2% |
| 7D | +2.9% | +29.7% | -26.8% | +2.7% |
| 30D | +14.0% | +11.0% | +3.0% | +13.9% |
| 3M | +14.9% | +118.8% | -104.0% | +13.8% |
| 6M | +31.7% | -73.9% | +105.7% | +32.4% |
| YTD | +21.2% | -70.2% | +91.4% | +21.5% |
| 1Y | +25.3% | +38.3% | -13.0% | +21.1% |
| 3Y | +77.5% | +199.7% | -122.2% | +67.4% |
| 5Y | +102.6% | +130.6% | -28.0% | +90.4% |
| 10Y | +464.3% | -68.5% | +532.8% | +414.0% |
| All | +3,309.9% | -99.6% | +3,409.5% | +3,374.1% |
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 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