+121.7%
BP vs CNH
+165.6%
-44.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.9% |
| 7D | +3.9% | +23.3% | -19.3% | -4.0% |
| 30D | +7.6% | +33.5% | -25.8% | -3.8% |
| 3M | +0.7% | +32.7% | -32.0% | -10.8% |
| 6M | +15.5% | +22.2% | -6.7% | +3.9% |
| YTD | +30.8% | +57.7% | -26.9% | +5.4% |
| 1Y | +34.3% | +28.0% | +6.3% | +17.2% |
| 3Y | +35.1% | +11.5% | +23.5% | +20.1% |
| 5Y | +126.8% | +11.9% | +115.0% | +93.8% |
| All | +121.7% | +165.6% | -44.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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