+130.2%
BP vs CP
+253.8%
-123.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | -11.6% | +2.8% | -14.4% | -13.0% |
| 30D | 0.0% | +10.2% | -10.2% | -5.1% |
| 3M | +6.7% | +2.4% | +4.4% | +4.8% |
| 6M | +2.2% | +7.7% | -5.5% | -2.9% |
| YTD | +33.0% | +26.0% | +7.0% | +14.5% |
| 1Y | +30.7% | +34.6% | -3.9% | +8.3% |
| 3Y | +44.2% | +26.7% | +17.5% | +19.5% |
| 5Y | +105.1% | +24.9% | +80.2% | +66.0% |
| All | +130.2% | +253.8% | -123.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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