+1,335.7%
BP vs CMS
+457.8%
+877.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.9% | +0.4% | +3.6% | +3.8% |
| 30D | +7.6% | -3.6% | +11.2% | +8.5% |
| 3M | +0.7% | -1.9% | +2.6% | +1.0% |
| 6M | +15.5% | -11.0% | +26.5% | +18.4% |
| YTD | +30.8% | +0.2% | +30.6% | +30.3% |
| 1Y | +34.3% | -1.3% | +35.6% | +34.2% |
| 3Y | +35.1% | +35.9% | -0.9% | +24.0% |
| 5Y | +126.8% | +23.1% | +103.7% | +111.1% |
| 10Y | +123.4% | +117.9% | +5.4% | +79.0% |
| All | +1,335.7% | +457.8% | +877.9% | +721.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling