+142.2%
BP vs CMS
+140.2%
+2.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | +3.8% | +1.7% | +2.1% | +3.3% |
| 30D | -5.3% | +6.2% | -11.5% | -6.8% |
| 3M | +9.3% | +0.6% | +8.6% | +9.0% |
| 6M | +7.2% | -1.8% | +9.0% | +7.3% |
| YTD | +38.0% | +3.8% | +34.2% | +36.0% |
| 1Y | +33.2% | -1.8% | +35.0% | +33.2% |
| 3Y | +50.3% | +39.8% | +10.5% | +35.0% |
| 5Y | +114.1% | +37.1% | +77.0% | +90.2% |
| All | +142.2% | +140.2% | +2.0% | +122.5% |
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