+128.6%
BP vs CF
+227.0%
-98.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +1.5% |
| 7D | +3.9% | +6.0% | -2.1% | +2.0% |
| 30D | +7.6% | +14.8% | -7.2% | +2.9% |
| 3M | +0.7% | +14.1% | -13.4% | -3.6% |
| 6M | +15.5% | +28.5% | -13.0% | +5.4% |
| YTD | +30.8% | +74.9% | -44.1% | +8.5% |
| 1Y | +34.3% | +61.7% | -27.4% | +13.8% |
| 3Y | +35.1% | +80.3% | -45.3% | +8.4% |
| All | +128.6% | +227.0% | -98.4% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling