+135.7%
BP vs CAPR
-59.1%
+194.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +26.5% | -25.0% | +1.1% |
| 7D | -0.8% | +25.8% | -26.6% | -1.2% |
| 30D | -3.1% | +50.2% | -53.3% | -3.9% |
| 3M | +6.2% | +185.5% | -179.3% | +3.7% |
| 6M | +4.8% | -64.8% | +69.6% | +5.2% |
| YTD | +35.2% | -61.1% | +96.3% | +35.2% |
| 1Y | +27.4% | +81.0% | -53.5% | +19.2% |
| 3Y | +49.8% | +300.7% | -251.0% | +32.4% |
| 5Y | +109.4% | +223.3% | -114.0% | +83.2% |
| 10Y | +135.7% | -58.8% | +194.4% | +88.7% |
| All | +135.7% | -59.1% | +194.7% | +88.7% |
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