+911.5%
BE vs CAPR
-26.0%
+937.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | -13.2% | -66.4% | +53.2% | -12.0% |
| 6M | +53.5% | -63.1% | +116.6% | +54.9% |
| YTD | +191.0% | -67.4% | +258.5% | +194.5% |
| 1Y | +360.5% | +58.2% | +302.3% | +307.2% |
| 3Y | +1,568.0% | +42.2% | +1,525.8% | +1,275.4% |
| 5Y | +1,055.2% | +87.3% | +967.9% | +812.0% |
| All | +911.5% | -26.0% | +937.5% | +457.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling