+136.7%
BP vs CG
+351.2%
-214.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.0% |
| 7D | +3.9% | -4.3% | +8.3% | +5.2% |
| 30D | +7.6% | -5.1% | +12.7% | +8.9% |
| 3M | +0.7% | +8.7% | -8.0% | -2.6% |
| 6M | +15.5% | -9.2% | +24.7% | +16.9% |
| YTD | +30.8% | -18.9% | +49.7% | +36.1% |
| 1Y | +34.3% | -25.6% | +59.9% | +42.8% |
| 3Y | +35.1% | +57.3% | -22.2% | +6.4% |
| 5Y | +126.8% | +10.2% | +116.7% | +92.5% |
| 10Y | +123.4% | +364.2% | -240.9% | +11.8% |
| All | +136.7% | +351.2% | -214.5% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling