Portfolio Analyzer
❓
How to Use the Portfolio CAPM Analyzer

1 — Add Your Holdings
Enter each ticker and its portfolio weight. Click “Analyze” when ready.

2 — Review Portfolio Beta
Beta shows how sensitive your portfolio is to market movements. A beta above 1 means the portfolio moves more than the market; below 1 means less.

3 — Check Expected Return (CAPM)
The tool calculates expected return using the CAPM formula:
Expected Return = Risk‑Free Rate + Beta × (Market Return − Risk‑Free Rate)

4 — Explore Asset-Level Betas
See each holding’s individual beta and how much it contributes to total portfolio beta.

5 — Review Risk Contributions
Understand which holdings increase market sensitivity and which ones stabilize the portfolio.

6 — Compare Actual vs. CAPM Return
Identify whether the portfolio is outperforming or underperforming relative to its risk level.

7 — Use the Insights
See how adjusting weights or replacing holdings may improve risk‑adjusted performance.

8 — Save or Load Your Analysis
Export encrypted results or import a previous analysis anytime. The output file and password can be shared with your advisor.

Enter your holdings and weights to compute portfolio beta, volatility, and required return.

Import portfolio (JSON)

Holdings

Ticker	Weight (%)

Total weight should equal 100%.

Settings

Lookback period

Market proxy (ticker) Used to compute asset betas (e.g., SPY, VTI, ^GSPC).

Risk-free rate (%)

If blank, click “Fetch latest” to pull a recent Treasury yield.

Portfolio results

Portfolio beta

–

Portfolio volatility (annualized)

–

CAPM required return (annual)

–

Market return (annualized)

–

Risk-free rate

–

Portfolio Interpretation

Asset-level metrics

Ticker	Weight (%)	Beta	Volatility (annual)	CAPM return (annual)	Portfolio Beta Contribution

Debug log

This calculator is for illustrative purposes only and does not constitute investment advice. Actual returns, inflation, and costs may differ.