+135.8%
BP vs CAG
-40.6%
+176.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.6% |
| 7D | +0.9% | -5.3% | +6.2% | +1.4% |
| 30D | +9.1% | +1.0% | +8.1% | +9.0% |
| 3M | +3.9% | +17.4% | -13.5% | +1.9% |
| 6M | +13.6% | -16.8% | +30.4% | +16.1% |
| YTD | +34.0% | -6.8% | +40.8% | +34.9% |
| 1Y | +39.2% | -15.4% | +54.5% | +41.6% |
| 3Y | +36.4% | -37.1% | +73.5% | +42.6% |
| 5Y | +135.8% | -41.3% | +177.1% | +146.2% |
| All | +135.8% | -40.6% | +176.4% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling