+44.7%
BP vs CF
+56.6%
-11.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -4.0% |
| 7D | -11.2% | +0.4% | -11.6% | -11.4% |
| 30D | -0.7% | +2.2% | -2.9% | -1.5% |
| 3M | +9.8% | +2.1% | +7.7% | +8.8% |
| 6M | -1.6% | -6.5% | +5.0% | -0.1% |
| YTD | +33.5% | +55.6% | -22.1% | +14.9% |
| 1Y | +31.7% | +42.3% | -10.6% | +16.1% |
| All | +44.7% | +56.6% | -11.9% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling