+119.7%
BP vs CP
+221.3%
-101.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +3.9% | -2.7% | +6.6% | +5.2% |
| 30D | +7.6% | +0.2% | +7.5% | +7.2% |
| 3M | +0.7% | +2.6% | -1.9% | -1.1% |
| 6M | +15.5% | +6.0% | +9.5% | +10.3% |
| YTD | +30.8% | +24.9% | +5.9% | +13.5% |
| 1Y | +34.3% | +20.1% | +14.2% | +18.8% |
| 3Y | +35.1% | +16.4% | +18.7% | +18.0% |
| 5Y | +126.8% | +31.7% | +95.1% | +77.0% |
| All | +119.7% | +221.3% | -101.6% | -2.4% |
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