+1,335.7%
BP vs CAG
+604.9%
+730.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +3.9% | -3.8% | +7.7% | +4.7% |
| 30D | +7.6% | +3.1% | +4.5% | +6.9% |
| 3M | +0.7% | +23.5% | -22.8% | -3.5% |
| 6M | +15.5% | -14.8% | +30.3% | +18.2% |
| YTD | +30.8% | -5.4% | +36.3% | +31.2% |
| 1Y | +34.3% | -11.8% | +46.1% | +36.2% |
| 3Y | +35.1% | -36.7% | +71.7% | +44.1% |
| 5Y | +126.8% | -40.3% | +167.1% | +143.2% |
| 10Y | +123.4% | -37.0% | +160.4% | +128.2% |
| All | +1,335.7% | +604.9% | +730.8% | +907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling