+109.4%
BP vs CMS
+34.1%
+75.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | -1.1% | +0.4% | -0.6% |
| 30D | -3.1% | +6.6% | -9.7% | -4.1% |
| 3M | +6.2% | +0.8% | +5.3% | +6.0% |
| 6M | +4.8% | -3.3% | +8.1% | +5.2% |
| YTD | +35.2% | +2.7% | +32.4% | +34.2% |
| 1Y | +27.4% | -4.0% | +31.4% | +28.0% |
| 3Y | +49.8% | +37.6% | +12.2% | +41.0% |
| 5Y | +109.4% | +35.4% | +73.9% | +92.9% |
| All | +109.4% | +34.1% | +75.3% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling