+103.9%
BP vs CPB
-31.3%
+135.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -11.6% | +8.0% | -19.6% | -11.8% |
| 30D | 0.0% | +22.4% | -22.3% | -0.6% |
| 3M | +6.7% | +2.5% | +4.2% | +6.6% |
| 6M | +2.2% | +12.2% | -10.1% | +1.5% |
| YTD | +33.0% | -12.8% | +45.8% | +34.1% |
| 1Y | +30.7% | -19.2% | +49.9% | +32.6% |
| 3Y | +44.2% | -35.6% | +79.7% | +47.6% |
| All | +103.9% | -31.3% | +135.2% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling