+101.4%
BP vs CAPR
-99.1%
+200.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -0.4% |
| 7D | -11.6% | +41.1% | -52.7% | -12.1% |
| 30D | 0.0% | +11.1% | -11.1% | -0.2% |
| 3M | +6.7% | +115.3% | -108.6% | +5.0% |
| 6M | +2.2% | -73.8% | +76.0% | +3.0% |
| YTD | +33.0% | -68.8% | +101.8% | +33.5% |
| 1Y | +30.7% | +43.3% | -12.6% | +23.8% |
| 3Y | +44.2% | +214.7% | -170.5% | +31.4% |
| 5Y | +105.1% | +141.3% | -36.1% | +85.9% |
| 10Y | +133.5% | -67.0% | +200.6% | +101.3% |
| All | +101.4% | -99.1% | +200.5% | +67.4% |
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