+1,383.2%
BP vs CPB
+349.9%
+1,033.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.7% |
| 7D | -0.8% | -4.1% | +3.3% | -0.1% |
| 30D | -3.1% | +16.9% | -20.1% | -5.8% |
| 3M | +6.2% | -0.6% | +6.7% | +5.9% |
| 6M | +4.8% | +11.4% | -6.6% | +2.1% |
| YTD | +35.2% | -14.8% | +50.0% | +37.3% |
| 1Y | +27.4% | -24.8% | +52.2% | +32.2% |
| 3Y | +49.8% | -36.6% | +86.4% | +58.1% |
| 5Y | +109.4% | -33.3% | +142.7% | +116.9% |
| 10Y | +135.7% | -40.4% | +176.1% | +141.1% |
| All | +1,383.2% | +349.9% | +1,033.3% | +1,105.3% |
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