+132.2%
BP vs CG
+304.6%
-172.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -6.3% | +2.0% | -8.3% | -7.0% |
| 30D | -3.6% | +8.5% | -12.1% | -6.3% |
| 3M | +5.2% | -12.1% | +17.4% | +8.3% |
| 6M | +5.3% | -16.4% | +21.8% | +9.3% |
| YTD | +33.1% | -28.0% | +61.1% | +42.7% |
| 1Y | +26.3% | -18.9% | +45.2% | +29.8% |
| 3Y | +47.5% | +51.2% | -3.7% | +15.1% |
| 5Y | +106.2% | -15.9% | +122.0% | +92.1% |
| All | +132.2% | +304.6% | -172.4% | +26.8% |
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