+1,359.3%
BP vs CMS
+463.7%
+895.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | -11.6% | -1.3% | -10.3% | -11.4% |
| 30D | 0.0% | +6.3% | -6.3% | -1.5% |
| 3M | +6.7% | -2.1% | +8.8% | +7.1% |
| 6M | +2.2% | -5.1% | +7.2% | +3.1% |
| YTD | +33.0% | +1.3% | +31.7% | +32.0% |
| 1Y | +30.7% | -1.4% | +32.1% | +30.6% |
| 3Y | +44.2% | +36.9% | +7.3% | +32.1% |
| 5Y | +105.1% | +32.5% | +72.6% | +87.5% |
| 10Y | +133.5% | +126.8% | +6.8% | +85.3% |
| All | +1,359.3% | +463.7% | +895.6% | +732.4% |
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