+1,359.3%
BP vs CPB
+360.6%
+998.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -11.6% | +8.0% | -19.6% | -12.8% |
| 30D | 0.0% | +22.4% | -22.3% | -3.4% |
| 3M | +6.7% | +2.5% | +4.2% | +5.9% |
| 6M | +2.2% | +12.2% | -10.1% | -0.5% |
| YTD | +33.0% | -12.8% | +45.8% | +34.6% |
| 1Y | +30.7% | -19.2% | +49.9% | +33.9% |
| 3Y | +44.2% | -35.6% | +79.7% | +51.9% |
| 5Y | +105.1% | -31.4% | +136.6% | +111.5% |
| 10Y | +133.5% | -37.9% | +171.5% | +137.0% |
| All | +1,359.3% | +360.6% | +998.7% | +1,081.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling