+101.0%
CB vs BP
+128.1%
-27.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +0.5% | +3.9% | -3.4% | -0.2% |
| 30D | -3.1% | +7.6% | -10.7% | -4.4% |
| 3M | +9.0% | +0.7% | +8.3% | +8.5% |
| 6M | +2.9% | +15.5% | -12.6% | -0.6% |
| YTD | +10.1% | +30.8% | -20.7% | +3.5% |
| 1Y | +22.8% | +34.3% | -11.5% | +14.5% |
| 3Y | +73.8% | +35.1% | +38.7% | +60.3% |
| All | +101.0% | +128.1% | -27.1% | +51.3% |
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