+96.7%
BP vs CFG
+347.0%
-250.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -11.6% | -0.9% | -10.7% | -11.4% |
| 30D | 0.0% | +1.1% | -1.0% | -0.5% |
| 3M | +6.7% | -12.0% | +18.7% | +11.8% |
| 6M | +2.2% | -2.2% | +4.4% | +1.9% |
| YTD | +33.0% | +11.4% | +21.6% | +24.6% |
| 1Y | +30.7% | +27.8% | +2.9% | +15.6% |
| 3Y | +44.2% | +173.3% | -129.1% | -11.7% |
| 5Y | +105.1% | +62.4% | +42.7% | +51.8% |
| 10Y | +133.5% | +249.6% | -116.0% | +10.0% |
| All | +96.7% | +347.0% | -250.3% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling