+26.3%
BP vs CPB
-21.8%
+48.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | -6.3% | +2.9% | -9.2% | -6.0% |
| 30D | -3.6% | +17.6% | -21.2% | -2.5% |
| 3M | +5.2% | +2.0% | +3.2% | +5.3% |
| 6M | +5.3% | +11.6% | -6.3% | +6.3% |
| YTD | +33.1% | -13.8% | +46.9% | +32.7% |
| 1Y | +26.3% | -21.6% | +47.8% | +26.9% |
| All | +26.3% | -21.8% | +48.1% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling