+140.1%
BP vs CPB
-40.8%
+180.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +2.5% | -5.8% | +8.3% | +2.7% |
| 30D | -5.6% | +16.5% | -22.0% | -6.2% |
| 3M | +8.0% | -1.1% | +9.1% | +8.0% |
| 6M | +5.7% | +11.5% | -5.8% | +4.9% |
| YTD | +36.8% | -15.7% | +52.6% | +37.7% |
| 1Y | +30.7% | -24.7% | +55.4% | +32.4% |
| 3Y | +51.6% | -37.3% | +88.9% | +54.6% |
| 5Y | +112.2% | -35.0% | +147.3% | +115.4% |
| All | +140.1% | -40.8% | +180.8% | +151.1% |
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