+122.1%
BP vs CF
+569.3%
-447.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +1.8% |
| 7D | +3.9% | +6.0% | -2.1% | +1.5% |
| 30D | +7.6% | +14.8% | -7.2% | +1.7% |
| 3M | +0.7% | +14.1% | -13.4% | -4.7% |
| 6M | +15.5% | +28.5% | -13.0% | +2.7% |
| YTD | +30.8% | +74.9% | -44.1% | +2.7% |
| 1Y | +34.3% | +61.7% | -27.4% | +8.4% |
| 3Y | +35.1% | +80.3% | -45.3% | +1.0% |
| 5Y | +126.8% | +226.0% | -99.1% | +21.3% |
| All | +122.1% | +569.3% | -447.2% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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