+533.2%
XYZ vs CAPR
-76.0%
+609.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -1.0% | -2.0% | +1.0% | -0.9% |
| 30D | -1.7% | +139.2% | -140.9% | -5.0% |
| 3M | +16.7% | -66.4% | +83.1% | +18.1% |
| 6M | +26.9% | -63.1% | +90.0% | +27.6% |
| YTD | +27.1% | -67.4% | +94.6% | +28.3% |
| 1Y | +9.3% | +58.2% | -49.0% | -4.3% |
| 3Y | +42.3% | +42.2% | +0.1% | +17.1% |
| 5Y | -69.3% | +87.3% | -156.6% | -75.7% |
| 10Y | +586.8% | -75.3% | +662.1% | +385.1% |
| All | +533.2% | -76.0% | +609.2% | +328.8% |
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 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