+1,163.5%
C vs BP
+1,327.5%
-164.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +3.6% | +3.9% | -0.3% | +1.3% |
| 30D | +0.1% | +7.6% | -7.6% | -4.3% |
| 3M | +2.4% | +0.7% | +1.7% | +0.6% |
| 6M | +24.9% | +15.5% | +9.4% | +11.9% |
| YTD | +19.8% | +30.8% | -11.0% | -0.8% |
| 1Y | +44.9% | +34.3% | +10.6% | +17.4% |
| 3Y | +263.0% | +35.1% | +227.9% | +185.0% |
| 5Y | +129.5% | +126.8% | +2.7% | +28.2% |
| 10Y | +291.6% | +123.4% | +168.2% | +112.7% |
| All | +1,163.5% | +1,327.5% | -164.0% | +236.4% |
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 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