+142.2%
BP vs CAPR
-65.7%
+207.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.9% | +7.8% | +1.0% |
| 7D | +3.8% | +5.9% | -2.1% | +3.6% |
| 30D | -5.3% | +44.6% | -49.9% | -6.0% |
| 3M | +9.3% | +126.4% | -117.1% | +7.1% |
| 6M | +7.2% | -68.6% | +75.8% | +7.8% |
| YTD | +38.0% | -67.0% | +105.0% | +38.5% |
| 1Y | +33.2% | +65.2% | -32.0% | +24.7% |
| 3Y | +50.3% | +235.6% | -185.3% | +33.2% |
| 5Y | +114.1% | +175.4% | -61.3% | +87.7% |
| All | +142.2% | -65.7% | +207.9% | +93.4% |
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