+1,803.2%
BE vs CAPR
+264.4%
+1,538.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.7% | +5.1% | -3.6% |
| 7D | +20.5% | +19.1% | +1.5% | +20.5% |
| 30D | -23.4% | +48.8% | -72.2% | -23.4% |
| 3M | -14.9% | +144.4% | -159.2% | -15.0% |
| 6M | -28.1% | -67.5% | +39.5% | -27.7% |
| YTD | +132.4% | -64.5% | +196.9% | +133.5% |
| 1Y | +59.4% | +74.4% | -15.1% | +56.8% |
| All | +1,803.2% | +264.4% | +1,538.8% | +1,313.8% |
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 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