+668.0%
BE vs CAPR
-25.0%
+692.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.9% | +2.0% | -4.7% |
| 7D | +10.8% | +5.9% | +4.9% | +10.7% |
| 30D | -19.8% | +44.6% | -64.4% | -20.7% |
| 3M | -18.7% | +126.4% | -145.1% | -21.1% |
| 6M | -33.7% | -68.6% | +34.8% | -32.8% |
| YTD | +121.0% | -67.0% | +187.9% | +123.1% |
| 1Y | +85.4% | +65.2% | +20.2% | +63.9% |
| 3Y | +1,709.5% | +235.6% | +1,474.0% | +1,322.3% |
| 5Y | +462.2% | +175.4% | +286.8% | +335.3% |
| All | +668.0% | -25.0% | +692.9% | +322.1% |
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