+243.6%
W vs CAPR
-64.9%
+308.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.4% | -4.9% | +4.3% |
| 7D | +3.3% | +36.0% | -32.8% | +2.3% |
| 30D | +10.5% | +25.8% | -15.3% | +9.6% |
| 3M | +9.6% | +140.8% | -131.2% | +6.0% |
| 6M | +76.4% | -67.6% | +144.0% | +78.1% |
| YTD | +16.4% | -65.9% | +82.3% | +17.0% |
| 1Y | +9.3% | +66.1% | -56.8% | -5.1% |
| 3Y | +172.8% | +256.9% | -84.1% | +111.0% |
| 5Y | -53.4% | +172.1% | -225.5% | -64.3% |
| 10Y | +243.6% | -64.7% | +308.3% | +137.4% |
| All | +243.6% | -64.9% | +308.6% | +137.4% |
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