+125.0%
BP vs CG
+345.5%
-220.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.1% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | +9.1% | -3.2% | +12.3% | +9.8% |
| 3M | +3.9% | +6.2% | -2.3% | +1.1% |
| 6M | +13.6% | -4.7% | +18.3% | +13.4% |
| YTD | +34.0% | -20.6% | +54.6% | +40.4% |
| 1Y | +39.2% | -26.4% | +65.5% | +48.5% |
| 3Y | +36.4% | +55.4% | -19.0% | +6.4% |
| 5Y | +135.8% | +9.8% | +126.0% | +98.4% |
| 10Y | +125.0% | +341.4% | -216.3% | +18.8% |
| All | +125.0% | +345.5% | -220.5% | +18.8% |
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