+1,076.1%
BE vs CAPR
+84.7%
+991.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| 3M | -13.2% | -66.4% | +53.2% | -12.3% |
| 6M | +53.5% | -63.1% | +116.6% | +54.8% |
| YTD | +191.0% | -67.4% | +258.5% | +193.9% |
| 1Y | +360.5% | +58.2% | +302.3% | +322.8% |
| 3Y | +1,568.0% | +42.2% | +1,525.8% | +1,145.8% |
| All | +1,076.1% | +84.7% | +991.5% | +567.3% |
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 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