+135.7%
BP vs CMS
+137.8%
-2.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | -1.1% | +0.4% | -0.5% |
| 30D | -3.1% | +6.6% | -9.7% | -4.8% |
| 3M | +6.2% | +0.8% | +5.3% | +5.8% |
| 6M | +4.8% | -3.3% | +8.1% | +5.4% |
| YTD | +35.2% | +2.7% | +32.4% | +33.5% |
| 1Y | +27.4% | -4.0% | +31.4% | +28.2% |
| 3Y | +49.8% | +37.6% | +12.2% | +35.1% |
| 5Y | +109.4% | +35.4% | +73.9% | +86.6% |
| 10Y | +135.7% | +136.0% | -0.3% | +115.8% |
| All | +135.7% | +137.8% | -2.1% | +115.8% |
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