-0.9%
Z vs CAPR
-75.6%
+74.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | -3.0% | -2.0% | -1.0% | -3.0% |
| 30D | -4.2% | +139.2% | -143.4% | -7.4% |
| 3M | -3.7% | -66.4% | +62.7% | -2.7% |
| 6M | -24.5% | -63.1% | +38.6% | -24.1% |
| YTD | -49.3% | -67.4% | +18.1% | -48.9% |
| 1Y | -58.7% | +58.2% | -116.9% | -63.5% |
| 3Y | -34.1% | +42.2% | -76.3% | -44.9% |
| 5Y | -64.5% | +87.3% | -151.8% | -71.3% |
| All | -0.9% | -75.6% | +74.7% | -25.0% |
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