+135.7%
BP vs CF
+485.9%
-350.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | -0.8% | +10.4% | -11.1% | -4.8% |
| 30D | -3.1% | +7.6% | -10.7% | -6.1% |
| 3M | +6.2% | +5.2% | +1.0% | +3.6% |
| 6M | +4.8% | -0.1% | +4.9% | +4.0% |
| YTD | +35.2% | +61.7% | -26.5% | +8.7% |
| 1Y | +27.4% | +50.3% | -22.9% | +5.4% |
| 3Y | +49.8% | +66.0% | -16.2% | +15.2% |
| 5Y | +109.4% | +114.5% | -5.1% | +33.7% |
| 10Y | +135.7% | +471.5% | -335.8% | -1.0% |
| All | +135.7% | +485.9% | -350.2% | -1.0% |
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