+44.2%
BP vs CF
+57.7%
-13.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -11.6% | -3.2% | -8.5% | -10.7% |
| 30D | 0.0% | +4.3% | -4.3% | -1.4% |
| 3M | +6.7% | +2.8% | +3.9% | +5.5% |
| 6M | +2.2% | +0.6% | +1.5% | +1.4% |
| YTD | +33.0% | +56.6% | -23.7% | +14.2% |
| 1Y | +30.7% | +49.6% | -18.9% | +13.6% |
| 3Y | +44.2% | +61.5% | -17.3% | +20.8% |
| All | +44.2% | +57.7% | -13.5% | +20.8% |
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 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