+638.0%
XYZ vs CAPR
-64.9%
+702.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.4% | -5.8% | +3.3% |
| 7D | +14.9% | +36.0% | -21.2% | +13.7% |
| 30D | +14.7% | +25.8% | -11.1% | +13.7% |
| 3M | +12.1% | +140.8% | -128.7% | +8.1% |
| 6M | +18.3% | -67.6% | +85.9% | +19.5% |
| YTD | +36.1% | -65.9% | +101.9% | +36.8% |
| 1Y | +35.3% | +66.1% | -30.8% | +18.0% |
| 3Y | +73.5% | +256.9% | -183.4% | +35.5% |
| 5Y | -61.6% | +172.1% | -233.7% | -70.3% |
| 10Y | +638.0% | -64.7% | +702.7% | +414.0% |
| All | +638.0% | -64.9% | +702.9% | +414.0% |
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