+44.2%
BP vs CAPR
+214.7%
-170.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -0.4% |
| 7D | -11.6% | +41.1% | -52.7% | -11.8% |
| 30D | 0.0% | +11.1% | -11.1% | 0.0% |
| 3M | +6.7% | +115.3% | -108.6% | +5.9% |
| 6M | +2.2% | -73.8% | +76.0% | +2.6% |
| YTD | +33.0% | -68.8% | +101.8% | +33.3% |
| 1Y | +30.7% | +43.3% | -12.6% | +27.6% |
| 3Y | +44.2% | +214.7% | -170.5% | +32.1% |
| All | +44.2% | +214.7% | -170.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling