+998.2%
C vs BP
+1,351.0%
-352.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.4% | -11.6% | +9.2% | +4.2% |
| 30D | -6.0% | 0.0% | -6.0% | -6.6% |
| 3M | -10.5% | +6.7% | -17.3% | -14.8% |
| 6M | -5.7% | +2.2% | -7.9% | -9.2% |
| YTD | +4.1% | +33.0% | -28.8% | -15.3% |
| 1Y | +20.5% | +30.7% | -10.2% | -1.4% |
| 3Y | +208.1% | +44.2% | +163.9% | +131.8% |
| 5Y | +110.4% | +105.1% | +5.3% | +23.9% |
| 10Y | +234.6% | +133.5% | +101.1% | +75.9% |
| All | +998.2% | +1,351.0% | -352.7% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling