+130.2%
BP vs CMS
+125.4%
+4.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -11.6% | -1.3% | -10.3% | -11.4% |
| 30D | 0.0% | +6.3% | -6.3% | -1.6% |
| 3M | +6.7% | -2.1% | +8.8% | +7.2% |
| 6M | +2.2% | -5.1% | +7.2% | +3.2% |
| YTD | +33.0% | +1.3% | +31.7% | +31.9% |
| 1Y | +30.7% | -1.4% | +32.1% | +30.5% |
| 3Y | +44.2% | +36.9% | +7.3% | +30.3% |
| 5Y | +105.1% | +32.5% | +72.6% | +84.2% |
| All | +130.2% | +125.4% | +4.8% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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