+220.4%
W vs CAPR
-59.1%
+279.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +26.5% | -24.8% | +0.9% |
| 7D | -7.4% | +25.8% | -33.2% | -8.1% |
| 30D | +7.8% | +50.2% | -42.4% | +6.3% |
| 3M | +10.9% | +185.5% | -174.6% | +6.5% |
| 6M | +86.4% | -64.8% | +151.3% | +87.6% |
| YTD | +14.0% | -61.1% | +75.1% | +14.0% |
| 1Y | +3.5% | +81.0% | -77.4% | -10.2% |
| 3Y | +164.8% | +300.7% | -136.0% | +103.9% |
| 5Y | -53.1% | +223.3% | -276.5% | -64.4% |
| 10Y | +220.4% | -58.8% | +279.2% | +120.1% |
| All | +220.4% | -59.1% | +279.5% | +120.1% |
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 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