+26.3%
BP vs CAPR
+64.2%
-37.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.3% | +0.1% |
| 7D | -6.9% | +36.0% | -42.9% | -7.0% |
| 30D | -3.6% | +25.8% | -29.4% | -3.7% |
| 3M | +8.4% | +140.8% | -132.4% | +7.6% |
| 6M | +5.3% | -67.6% | +72.9% | +5.7% |
| YTD | +33.2% | -65.9% | +99.0% | +33.5% |
| All | +26.3% | +64.2% | -37.9% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling