+133.9%
BP vs CLX
-3.8%
+137.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +3.9% | +1.6% |
| 7D | +4.0% | -4.9% | +8.9% | +3.7% |
| 30D | +7.8% | -15.8% | +23.7% | +6.7% |
| 3M | +8.4% | -7.9% | +16.3% | +8.0% |
| 6M | +15.1% | -19.0% | +34.1% | +14.3% |
| YTD | +36.4% | -7.9% | +44.4% | +36.2% |
| 1Y | +40.9% | -25.4% | +66.3% | +39.5% |
| 3Y | +38.8% | -35.0% | +73.9% | +36.9% |
| 5Y | +141.1% | -36.8% | +177.8% | +137.1% |
| 10Y | +133.9% | -1.4% | +135.3% | +121.8% |
| All | +133.9% | -3.8% | +137.7% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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