+33.7%
BP vs CG
+60.2%
-26.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | +3.9% | -4.3% | +8.3% | +4.4% |
| 30D | +7.6% | -5.1% | +12.7% | +8.2% |
| 3M | +0.7% | +8.7% | -8.0% | -0.8% |
| 6M | +15.5% | -9.2% | +24.7% | +16.5% |
| YTD | +30.8% | -18.9% | +49.7% | +34.0% |
| 1Y | +34.3% | -25.6% | +59.9% | +39.6% |
| All | +33.7% | +60.2% | -26.5% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling