-61.6%
XYZ vs CAPR
+160.6%
-222.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.4% | -5.8% | +3.4% |
| 7D | +14.9% | +36.0% | -21.2% | +14.2% |
| 30D | +14.7% | +25.8% | -11.1% | +14.0% |
| 3M | +12.1% | +140.8% | -128.7% | +9.6% |
| 6M | +18.3% | -67.6% | +85.9% | +19.2% |
| YTD | +36.1% | -65.9% | +101.9% | +36.6% |
| 1Y | +35.3% | +66.1% | -30.8% | +22.6% |
| 3Y | +73.5% | +256.9% | -183.4% | +14.3% |
| 5Y | -61.6% | +172.1% | -233.7% | -78.7% |
| All | -61.6% | +160.6% | -222.2% | -78.7% |
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