+1,335.7%
BP vs CLX
+2,386.6%
-1,050.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +3.9% | -9.2% | +13.2% | +5.1% |
| 30D | +7.6% | -11.0% | +18.7% | +9.1% |
| 3M | +0.7% | +5.0% | -4.3% | -0.3% |
| 6M | +15.5% | -18.8% | +34.3% | +17.8% |
| YTD | +30.8% | -4.4% | +35.2% | +30.6% |
| 1Y | +34.3% | -21.9% | +56.2% | +37.5% |
| 3Y | +35.1% | -32.8% | +67.8% | +40.0% |
| 5Y | +126.8% | -34.6% | +161.4% | +133.1% |
| 10Y | +123.4% | -4.7% | +128.1% | +106.6% |
| All | +1,335.7% | +2,386.6% | -1,050.9% | +794.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling