+246.7%
CB vs BP
+124.7%
+121.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.7% | -6.3% | +7.0% | +2.6% |
| 30D | +8.2% | -3.6% | +11.8% | +9.1% |
| 3M | +6.3% | +5.2% | +1.1% | +4.2% |
| 6M | +16.2% | +5.3% | +10.9% | +13.3% |
| YTD | +19.3% | +33.1% | -13.8% | +7.2% |
| 1Y | +29.2% | +26.3% | +2.9% | +17.9% |
| 3Y | +71.4% | +47.5% | +23.9% | +45.6% |
| 5Y | +104.2% | +106.2% | -1.9% | +48.6% |
| 10Y | +246.7% | +127.0% | +119.7% | +138.9% |
| All | +246.7% | +124.7% | +121.9% | +138.9% |
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