+7,236.4%
CB vs BP
+1,407.7%
+5,828.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | -1.0% | -0.8% | -0.3% | -0.8% |
| 30D | +7.3% | -3.1% | +10.5% | +8.2% |
| 3M | +7.0% | +6.2% | +0.9% | +4.3% |
| 6M | +16.3% | +4.8% | +11.6% | +13.2% |
| YTD | +19.7% | +35.2% | -15.4% | +5.6% |
| 1Y | +27.8% | +27.4% | +0.4% | +14.9% |
| 3Y | +72.0% | +49.8% | +22.3% | +42.5% |
| 5Y | +104.9% | +109.4% | -4.5% | +45.5% |
| 10Y | +246.7% | +135.7% | +111.0% | +120.1% |
| All | +7,236.4% | +1,407.7% | +5,828.7% | +3,244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling