+1,359.3%
BP vs CLX
+2,609.7%
-1,250.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -11.6% | +13.6% | -25.2% | -13.0% |
| 30D | 0.0% | +23.4% | -23.3% | -2.5% |
| 3M | +6.7% | -2.8% | +9.6% | +6.9% |
| 6M | +2.2% | +14.0% | -11.8% | -0.1% |
| YTD | +33.0% | +4.2% | +28.8% | +31.1% |
| 1Y | +30.7% | -1.2% | +31.9% | +29.8% |
| 3Y | +44.2% | -12.7% | +56.9% | +44.4% |
| 5Y | +105.1% | -26.5% | +131.6% | +107.5% |
| 10Y | +133.5% | +20.2% | +113.3% | +107.6% |
| All | +1,359.3% | +2,609.7% | -1,250.4% | +798.4% |
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