+641.7%
BE vs CAPR
-30.2%
+671.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.9% | +5.6% | -4.1% |
| 7D | -13.4% | +7.6% | -21.0% | -13.5% |
| 30D | -33.9% | +13.3% | -47.2% | -34.2% |
| 3M | -12.0% | +130.4% | -142.4% | -14.6% |
| 6M | -29.0% | -70.8% | +41.8% | -27.8% |
| YTD | +113.4% | -69.3% | +182.7% | +115.9% |
| 1Y | +33.2% | +59.5% | -26.4% | +17.6% |
| 3Y | +1,659.2% | +216.8% | +1,442.4% | +1,284.4% |
| 5Y | +461.4% | +152.7% | +308.7% | +335.9% |
| All | +641.7% | -30.2% | +671.8% | +308.5% |
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