+38.4%
BP vs CG
-26.4%
+64.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.2% |
| 7D | +0.9% | -1.3% | +2.2% | +0.8% |
| 30D | +9.1% | -3.2% | +12.3% | +8.8% |
| 3M | +3.9% | +6.2% | -2.3% | +4.3% |
| 6M | +13.6% | -4.7% | +18.3% | +13.3% |
| YTD | +34.0% | -20.6% | +54.6% | +33.9% |
| All | +38.4% | -26.4% | +64.8% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling