+142.2%
BP vs CAG
-37.3%
+179.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.8% |
| 7D | +3.8% | -3.3% | +7.2% | +4.2% |
| 30D | -5.3% | +7.7% | -13.0% | -6.2% |
| 3M | +9.3% | -3.2% | +12.4% | +9.4% |
| 6M | +7.2% | +7.0% | +0.3% | +5.9% |
| YTD | +38.0% | -9.0% | +47.0% | +38.8% |
| 1Y | +33.2% | -9.6% | +42.8% | +34.0% |
| 3Y | +50.3% | -36.0% | +86.3% | +56.5% |
| 5Y | +114.1% | -40.9% | +154.9% | +124.8% |
| All | +142.2% | -37.3% | +179.4% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling