+64.8%
BE vs CAPR
+90.5%
-25.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +26.5% | -13.5% | +13.1% |
| 7D | +4.5% | +25.8% | -21.3% | +4.7% |
| 30D | -20.1% | +50.2% | -70.3% | -19.9% |
| 3M | -0.8% | +185.5% | -186.3% | +0.5% |
| 6M | -26.2% | -64.8% | +38.6% | -26.1% |
| YTD | +141.1% | -61.1% | +202.2% | +141.9% |
| 1Y | +64.8% | +81.0% | -16.1% | +70.8% |
| All | +64.8% | +90.5% | -25.6% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling