+599.5%
XYZ vs CAPR
-68.5%
+668.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -2.9% | +1.6% |
| 7D | +12.1% | +41.1% | -28.9% | +10.9% |
| 30D | +12.4% | +11.1% | +1.3% | +11.9% |
| 3M | +8.2% | +115.3% | -107.1% | +4.6% |
| 6M | +20.7% | -73.8% | +94.5% | +22.8% |
| YTD | +31.3% | -68.8% | +100.1% | +32.4% |
| 1Y | +20.5% | +43.3% | -22.8% | +5.8% |
| 3Y | +72.6% | +214.7% | -142.1% | +35.5% |
| 5Y | -64.0% | +141.3% | -205.3% | -72.1% |
| All | +599.5% | -68.5% | +668.0% | +384.8% |
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