+98.1%
BP vs CAPR
-99.1%
+197.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +3.9% | -2.0% | +5.9% | +4.0% |
| 30D | +7.6% | +139.2% | -131.6% | +5.8% |
| 3M | +0.7% | -66.4% | +67.1% | +1.3% |
| 6M | +15.5% | -63.1% | +78.6% | +15.9% |
| YTD | +30.8% | -67.4% | +98.3% | +31.5% |
| 1Y | +34.3% | +58.2% | -23.9% | +27.0% |
| 3Y | +35.1% | +42.2% | -7.2% | +24.8% |
| 5Y | +126.8% | +87.3% | +39.6% | +106.6% |
| 10Y | +123.4% | -75.3% | +198.6% | +93.5% |
| All | +98.1% | -99.1% | +197.2% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling