+247.9%
CB vs BP
+141.7%
+106.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | 0.0% |
| 7D | 0.0% | +2.5% | -2.5% | -0.7% |
| 30D | +7.4% | -5.6% | +13.0% | +9.0% |
| 3M | +8.6% | +8.0% | +0.6% | +5.7% |
| 6M | +16.1% | +5.7% | +10.5% | +13.2% |
| YTD | +20.2% | +36.8% | -16.6% | +7.1% |
| 1Y | +27.2% | +30.7% | -3.5% | +14.9% |
| 3Y | +72.7% | +51.6% | +21.1% | +45.5% |
| 5Y | +105.9% | +112.2% | -6.3% | +48.5% |
| All | +247.9% | +141.7% | +106.2% | +138.6% |
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