+119.8%
BP vs CNH
+64.7%
+55.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -1.0% |
| 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% | +3.7% |
| YTD | +30.8% | +57.7% | -26.9% | +5.5% |
| 1Y | +34.3% | +28.0% | +6.3% | +17.1% |
| 3Y | +35.1% | +11.5% | +23.5% | +19.8% |
| 5Y | +126.8% | +11.9% | +115.0% | +94.3% |
| 10Y | +123.4% | +162.8% | -39.4% | +23.8% |
| All | +119.8% | +64.7% | +55.1% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling