+127.7%
BP vs CPB
-39.9%
+167.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -6.9% | +3.3% | -10.1% | -7.0% |
| 30D | -3.6% | +19.0% | -22.6% | -4.3% |
| 3M | +8.4% | +0.4% | +8.0% | +8.3% |
| 6M | +5.3% | +13.0% | -7.6% | +4.6% |
| YTD | +33.2% | -12.7% | +45.9% | +33.8% |
| 1Y | +28.2% | -20.9% | +49.1% | +29.5% |
| 3Y | +49.2% | -35.4% | +84.6% | +52.0% |
| 5Y | +102.9% | -32.3% | +135.1% | +105.6% |
| 10Y | +127.7% | -40.5% | +168.2% | +136.7% |
| All | +127.7% | -39.9% | +167.6% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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