+127.7%
BP vs CAPR
-64.9%
+192.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.3% | 0.0% |
| 7D | -6.9% | +36.0% | -42.9% | -7.4% |
| 30D | -3.6% | +25.8% | -29.4% | -4.1% |
| 3M | +8.4% | +140.8% | -132.4% | +6.2% |
| 6M | +5.3% | -67.6% | +72.9% | +6.0% |
| YTD | +33.2% | -65.9% | +99.0% | +33.6% |
| 1Y | +28.2% | +66.1% | -37.9% | +20.1% |
| 3Y | +49.2% | +256.9% | -207.6% | +32.2% |
| 5Y | +102.9% | +172.1% | -69.2% | +78.1% |
| 10Y | +127.7% | -64.7% | +192.4% | +82.5% |
| All | +127.7% | -64.9% | +192.6% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling