-55.9%
W vs CAPR
+172.3%
-228.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.5% |
| 7D | +0.2% | +5.9% | -5.7% | 0.0% |
| 30D | +6.8% | +44.6% | -37.8% | +6.2% |
| 3M | +10.7% | +126.4% | -115.7% | +9.1% |
| 6M | +86.3% | -68.6% | +154.9% | +87.2% |
| YTD | +11.5% | -67.0% | +78.4% | +11.7% |
| 1Y | +5.1% | +65.2% | -60.1% | -3.2% |
| 3Y | +171.0% | +235.6% | -64.6% | +76.5% |
| All | -55.9% | +172.3% | -228.1% | -75.2% |
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