+1,364.9%
BP vs CMS
+475.9%
+889.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -11.2% | +1.7% | -12.9% | -11.6% |
| 30D | -0.7% | +8.6% | -9.3% | -2.7% |
| 3M | +9.8% | -0.5% | +10.3% | +9.8% |
| 6M | -1.6% | -4.2% | +2.6% | -0.9% |
| YTD | +33.5% | +3.4% | +30.0% | +31.9% |
| 1Y | +31.7% | +0.4% | +31.3% | +31.0% |
| 3Y | +45.1% | +38.2% | +6.9% | +32.7% |
| 5Y | +105.9% | +35.4% | +70.5% | +87.3% |
| 10Y | +134.4% | +131.7% | +2.7% | +85.0% |
| All | +1,364.9% | +475.9% | +889.0% | +731.3% |
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