+112.2%
BP vs CAPR
+192.6%
-80.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.7% | +10.0% | +1.3% |
| 7D | +2.5% | +19.1% | -16.6% | +2.3% |
| 30D | -5.6% | +48.8% | -54.4% | -6.0% |
| 3M | +8.0% | +144.4% | -136.3% | +6.7% |
| 6M | +5.7% | -67.5% | +73.2% | +6.1% |
| YTD | +36.8% | -64.5% | +101.3% | +37.1% |
| 1Y | +30.7% | +74.4% | -43.7% | +25.6% |
| 3Y | +51.6% | +265.7% | -214.1% | +30.9% |
| 5Y | +112.2% | +196.0% | -83.7% | +70.6% |
| All | +112.2% | +192.6% | -80.4% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling