+1,364.9%
BP vs CP
+7,870.0%
-6,505.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -11.2% | +6.1% | -17.3% | -13.3% |
| 30D | -0.7% | +9.8% | -10.4% | -4.4% |
| 3M | +9.8% | +2.7% | +7.1% | +8.2% |
| 6M | -1.6% | +12.8% | -14.4% | -6.8% |
| YTD | +33.5% | +28.2% | +5.3% | +19.4% |
| 1Y | +31.7% | +34.1% | -2.4% | +15.7% |
| 3Y | +45.1% | +28.9% | +16.3% | +27.4% |
| 5Y | +105.9% | +27.1% | +78.9% | +79.5% |
| 10Y | +134.4% | +264.8% | -130.4% | +38.5% |
| All | +1,364.9% | +7,870.0% | -6,505.1% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling