-63.1%
W vs CAPR
+84.7%
-147.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.5% |
| 7D | -4.2% | -2.0% | -2.2% | -4.2% |
| 30D | -7.6% | +139.2% | -146.8% | -8.8% |
| 3M | +37.2% | -66.4% | +103.5% | +37.8% |
| 6M | +26.3% | -63.1% | +89.5% | +26.7% |
| YTD | -1.0% | -67.4% | +66.5% | -0.6% |
| 1Y | +20.1% | +58.2% | -38.2% | +9.9% |
| 3Y | +37.8% | +42.2% | -4.4% | +4.2% |
| All | -63.1% | +84.7% | -147.8% | -78.6% |
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