+737.9%
BE vs CAPR
-11.7%
+749.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +26.5% | -13.5% | +12.2% |
| 7D | +4.5% | +25.8% | -21.3% | +3.9% |
| 30D | -20.1% | +50.2% | -70.3% | -21.1% |
| 3M | -0.8% | +185.5% | -186.3% | -4.3% |
| 6M | -26.2% | -64.8% | +38.6% | -25.5% |
| YTD | +141.1% | -61.1% | +202.2% | +142.2% |
| 1Y | +64.8% | +81.0% | -16.1% | +45.7% |
| 3Y | +1,887.4% | +300.7% | +1,586.7% | +1,453.2% |
| 5Y | +518.1% | +223.3% | +294.7% | +376.3% |
| All | +737.9% | -11.7% | +749.5% | +358.3% |
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