+543.0%
XYZ vs CAPR
-78.1%
+621.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -4.0% |
| 7D | +9.2% | +29.7% | -20.5% | +8.3% |
| 30D | +9.8% | +11.0% | -1.2% | +9.3% |
| 3M | -0.2% | +118.8% | -119.0% | -3.4% |
| 6M | +18.0% | -73.9% | +91.9% | +19.9% |
| YTD | +29.1% | -70.2% | +99.3% | +30.4% |
| 1Y | +14.1% | +38.3% | -24.2% | +0.5% |
| 3Y | +72.6% | +199.7% | -127.0% | +36.8% |
| 5Y | -64.6% | +130.6% | -195.2% | -72.3% |
| 10Y | +590.0% | -68.5% | +658.5% | +387.5% |
| All | +543.0% | -78.1% | +621.1% | +335.8% |
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