+142.2%
BP vs CG
+278.5%
-136.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.6% |
| 7D | +3.8% | +0.2% | +3.6% | +3.6% |
| 30D | -5.3% | +11.2% | -16.5% | -8.6% |
| 3M | +9.3% | -22.1% | +31.3% | +16.5% |
| 6M | +7.2% | -17.9% | +25.1% | +11.7% |
| YTD | +38.0% | -31.3% | +69.3% | +49.9% |
| 1Y | +33.2% | -24.0% | +57.2% | +39.6% |
| 3Y | +50.3% | +45.0% | +5.3% | +18.5% |
| 5Y | +114.1% | -22.6% | +136.7% | +105.4% |
| All | +142.2% | +278.5% | -136.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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