+93.5%
BP vs CFG
+396.4%
-302.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.9% | +1.5% | +2.4% | +3.3% |
| 30D | +7.6% | -3.8% | +11.4% | +9.1% |
| 3M | +0.7% | +11.5% | -10.8% | -4.3% |
| 6M | +15.5% | +19.2% | -3.7% | +6.2% |
| YTD | +30.8% | +23.7% | +7.1% | +17.9% |
| 1Y | +34.3% | +38.8% | -4.5% | +15.0% |
| 3Y | +35.1% | +178.9% | -143.9% | -18.0% |
| 5Y | +126.8% | +101.8% | +25.0% | +52.8% |
| 10Y | +123.4% | +317.3% | -193.9% | -2.0% |
| All | +93.5% | +396.4% | -302.8% | -21.2% |
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