+1,574.6%
BE vs CAPR
+40.5%
+1,534.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +7.3% |
| 7D | +20.0% | -2.0% | +22.0% | +20.0% |
| 30D | +7.9% | +139.2% | -131.3% | +7.6% |
| 3M | -13.2% | -66.4% | +53.2% | -12.7% |
| 6M | +53.5% | -63.1% | +116.6% | +54.3% |
| YTD | +191.0% | -67.4% | +258.5% | +192.7% |
| 1Y | +360.5% | +58.2% | +302.3% | +347.8% |
| All | +1,574.6% | +40.5% | +1,534.1% | +1,212.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling