+140.1%
BP vs CP
+259.0%
-119.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.8% |
| 7D | +2.5% | +0.9% | +1.6% | +2.0% |
| 30D | -5.6% | +10.3% | -15.9% | -10.5% |
| 3M | +8.0% | +2.3% | +5.8% | +6.2% |
| 6M | +5.7% | +10.7% | -5.0% | -0.9% |
| YTD | +36.8% | +29.3% | +7.5% | +16.2% |
| 1Y | +30.7% | +31.5% | -0.7% | +9.9% |
| 3Y | +51.6% | +36.7% | +14.9% | +20.3% |
| 5Y | +112.2% | +26.8% | +85.4% | +70.7% |
| All | +140.1% | +259.0% | -119.0% | +4.1% |
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