+135.7%
BP vs CFG
+224.4%
-88.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -3.1% | +3.1% | -6.3% | -4.5% |
| 3M | +6.2% | -9.7% | +15.9% | +10.0% |
| 6M | +4.8% | +6.7% | -1.9% | +0.9% |
| YTD | +35.2% | +15.2% | +20.0% | +25.0% |
| 1Y | +27.4% | +28.8% | -1.4% | +12.4% |
| 3Y | +49.8% | +190.1% | -140.3% | -10.8% |
| 5Y | +109.4% | +63.4% | +46.0% | +55.0% |
| 10Y | +135.7% | +219.8% | -84.1% | +20.1% |
| All | +135.7% | +224.4% | -88.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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