+248.2%
CB vs BP
+131.5%
+116.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.2% | -11.6% | +11.9% | +3.8% |
| 30D | +9.1% | 0.0% | +9.0% | +8.8% |
| 3M | +3.4% | +6.7% | -3.3% | +0.9% |
| 6M | +14.1% | +2.2% | +11.9% | +12.3% |
| YTD | +18.0% | +33.0% | -15.0% | +6.1% |
| 1Y | +30.1% | +30.7% | -0.6% | +17.4% |
| 3Y | +71.8% | +44.2% | +27.6% | +47.1% |
| 5Y | +101.8% | +105.1% | -3.3% | +47.1% |
| All | +248.2% | +131.5% | +116.7% | +140.6% |
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