+112.4%
C vs BP
+112.5%
-0.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.5% |
| 7D | +4.7% | +2.5% | +2.2% | +4.0% |
| 30D | +0.2% | -5.6% | +5.8% | +1.7% |
| 3M | -9.3% | +8.0% | -17.4% | -12.1% |
| 6M | -0.8% | +5.7% | -6.5% | -3.8% |
| YTD | +8.5% | +36.8% | -28.3% | -6.3% |
| 1Y | +23.1% | +30.7% | -7.6% | +8.1% |
| 3Y | +220.8% | +51.6% | +169.2% | +159.4% |
| 5Y | +112.4% | +112.2% | +0.2% | +41.4% |
| All | +112.4% | +112.5% | -0.1% | +41.4% |
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