+50.3%
BP vs CPB
-35.1%
+85.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.9% |
| 7D | +3.8% | -1.6% | +5.4% | +3.8% |
| 30D | -5.3% | +19.2% | -24.5% | -5.3% |
| 3M | +9.3% | -0.9% | +10.2% | +9.2% |
| 6M | +7.2% | +15.2% | -8.0% | +7.0% |
| YTD | +38.0% | -13.1% | +51.1% | +38.8% |
| 1Y | +33.2% | -22.4% | +55.6% | +34.8% |
| 3Y | +50.3% | -35.3% | +85.6% | +56.2% |
| All | +50.3% | -35.1% | +85.4% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling