+223.5%
C vs BP
+131.5%
+92.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.4% | -11.6% | +9.2% | +3.9% |
| 30D | -6.0% | 0.0% | -6.0% | -6.6% |
| 3M | -10.5% | +6.7% | -17.3% | -14.7% |
| 6M | -5.7% | +2.2% | -7.9% | -9.1% |
| YTD | +4.1% | +33.0% | -28.8% | -15.5% |
| 1Y | +20.5% | +30.7% | -10.2% | -1.6% |
| 3Y | +208.1% | +44.2% | +163.9% | +130.3% |
| 5Y | +110.4% | +105.1% | +5.3% | +19.1% |
| All | +223.5% | +131.5% | +92.0% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling