+104.9%
CB vs BP
+108.0%
-3.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -1.0% | -0.8% | -0.3% | -0.9% |
| 30D | +7.3% | -3.1% | +10.5% | +7.7% |
| 3M | +7.0% | +6.2% | +0.9% | +5.6% |
| 6M | +16.3% | +4.8% | +11.6% | +14.8% |
| YTD | +19.7% | +35.2% | -15.4% | +11.6% |
| 1Y | +27.8% | +27.4% | +0.4% | +20.5% |
| 3Y | +72.0% | +49.8% | +22.3% | +54.6% |
| 5Y | +104.9% | +109.4% | -4.5% | +57.5% |
| All | +104.9% | +108.0% | -3.2% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling