+163.6%
W vs CAPR
-76.0%
+239.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.5% |
| 7D | -4.2% | -2.0% | -2.2% | -4.1% |
| 30D | -7.6% | +139.2% | -146.8% | -10.5% |
| 3M | +37.2% | -66.4% | +103.5% | +38.6% |
| 6M | +26.3% | -63.1% | +89.5% | +27.1% |
| YTD | -1.0% | -67.4% | +66.5% | -0.1% |
| 1Y | +20.1% | +58.2% | -38.2% | +4.0% |
| 3Y | +37.8% | +42.2% | -4.4% | +12.1% |
| 5Y | -63.7% | +87.3% | -150.9% | -71.6% |
| 10Y | +156.3% | -75.3% | +231.6% | +75.3% |
| All | +163.6% | -76.0% | +239.6% | +67.6% |
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 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