+36.1%
CAPE price history and return analytics
+62.5%
-26.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | +0.4% | -2.3% | +2.7% | +2.3% |
| 30D | +3.1% | -5.0% | +8.0% | +7.4% |
| 3M | -2.4% | -4.9% | +2.4% | +1.6% |
| 6M | -0.8% | -1.5% | +0.8% | -0.3% |
| YTD | +0.8% | +8.5% | -7.7% | -7.5% |
| 1Y | +4.7% | +11.4% | -6.7% | -6.4% |
| 3Y | +39.7% | +70.1% | -30.4% | -19.2% |
| All | +36.1% | +62.5% | -26.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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