+55.1%
BP vs CAI
-9.3%
+64.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -0.8% | -26.3% | +25.5% | -1.5% |
| 30D | -3.1% | -17.5% | +14.4% | -3.3% |
| 3M | +6.2% | +5.8% | +0.3% | +7.1% |
| 6M | +4.8% | +53.6% | -48.8% | +7.7% |
| YTD | +35.2% | -9.2% | +44.4% | +35.9% |
| 1Y | +27.4% | -2.7% | +30.1% | +28.4% |
| All | +55.1% | -9.3% | +64.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling