+196.2%
W vs CAPR
-77.0%
+273.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -1.6% |
| 7D | -3.6% | +41.1% | -44.7% | -4.7% |
| 30D | +7.0% | +11.1% | -4.2% | +6.5% |
| 3M | +7.4% | +115.3% | -107.9% | +4.1% |
| 6M | +69.3% | -73.8% | +143.1% | +72.1% |
| YTD | +11.3% | -68.8% | +80.1% | +12.2% |
| 1Y | +13.2% | +43.3% | -30.1% | -1.3% |
| 3Y | +142.0% | +214.7% | -72.7% | +88.4% |
| 5Y | -54.6% | +141.3% | -195.9% | -65.0% |
| 10Y | +243.7% | -67.0% | +310.7% | +131.6% |
| All | +196.2% | -77.0% | +273.3% | +88.2% |
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 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