+103.9%
BP vs CNH
-14.7%
+118.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.1% |
| 7D | -11.6% | -1.7% | -9.9% | -11.3% |
| 30D | 0.0% | -7.2% | +7.3% | +1.7% |
| 3M | +6.7% | +6.5% | +0.2% | +4.1% |
| 6M | +2.2% | +7.9% | -5.7% | -1.8% |
| YTD | +33.0% | +26.6% | +6.4% | +19.3% |
| 1Y | +30.7% | +13.8% | +17.0% | +21.2% |
| 3Y | +44.2% | +9.2% | +35.0% | +30.5% |
| All | +103.9% | -14.7% | +118.6% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling