+110.4%
BP vs CP
+25.5%
+84.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.6% | +2.1% | +0.5% | +2.0% |
| 30D | -6.4% | +9.3% | -15.7% | -9.1% |
| 3M | +8.0% | +0.5% | +7.5% | +7.6% |
| 6M | +6.0% | +10.4% | -4.4% | +1.9% |
| YTD | +36.5% | +28.7% | +7.8% | +22.7% |
| 1Y | +31.7% | +33.2% | -1.5% | +16.8% |
| 3Y | +48.6% | +38.4% | +10.1% | +26.1% |
| All | +110.4% | +25.5% | +84.8% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling