+1,008.9%
BE vs CAPR
-28.7%
+1,037.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.6% | +13.2% | +9.7% |
| 7D | +29.8% | -9.5% | +39.3% | +30.1% |
| 30D | +26.4% | +121.5% | -95.1% | +23.0% |
| 3M | +9.3% | -65.4% | +74.7% | +10.7% |
| 6M | +105.1% | -67.5% | +172.6% | +107.9% |
| YTD | +219.0% | -68.6% | +287.7% | +223.1% |
| 1Y | +418.8% | +42.7% | +376.1% | +361.2% |
| 3Y | +1,784.6% | +43.4% | +1,741.2% | +1,451.4% |
| 5Y | +1,251.0% | +86.0% | +1,164.9% | +965.9% |
| All | +1,008.9% | -28.7% | +1,037.5% | +511.4% |
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