+105.9%
C vs BP
+103.6%
+2.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.4% | -11.6% | +9.2% | +1.2% |
| 30D | -6.0% | 0.0% | -6.0% | -6.4% |
| 3M | -10.5% | +6.7% | -17.3% | -13.0% |
| 6M | -5.7% | +2.2% | -7.9% | -7.6% |
| YTD | +4.1% | +33.0% | -28.8% | -9.3% |
| 1Y | +20.5% | +30.7% | -10.2% | +5.4% |
| 3Y | +208.1% | +44.2% | +163.9% | +153.9% |
| All | +105.9% | +103.6% | +2.3% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling