+387.2%
BE vs CAPR
+142.6%
+244.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.2% | +3.3% |
| 7D | -14.7% | +41.1% | -55.8% | -15.2% |
| 30D | -40.5% | +11.1% | -51.6% | -40.6% |
| 3M | -24.3% | +115.3% | -139.6% | -25.4% |
| 6M | -39.3% | -73.8% | +34.5% | -38.5% |
| YTD | +99.4% | -68.8% | +168.2% | +101.2% |
| 1Y | +26.6% | +43.3% | -16.7% | +17.9% |
| 3Y | +1,616.9% | +214.7% | +1,402.3% | +1,020.7% |
| All | +387.2% | +142.6% | +244.6% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling