+7,262.2%
CB vs BP
+1,389.1%
+5,873.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | +2.6% | -11.2% | +13.8% | +6.7% |
| 30D | +11.2% | -0.7% | +11.9% | +11.1% |
| 3M | +5.7% | +9.8% | -4.1% | +1.8% |
| 6M | +15.9% | -1.6% | +17.5% | +15.2% |
| YTD | +20.2% | +33.5% | -13.3% | +6.4% |
| 1Y | +32.4% | +31.7% | +0.7% | +17.6% |
| 3Y | +75.5% | +45.1% | +30.4% | +47.0% |
| 5Y | +105.5% | +105.9% | -0.4% | +46.8% |
| 10Y | +258.5% | +134.4% | +124.1% | +127.9% |
| All | +7,262.2% | +1,389.1% | +5,873.1% | +3,270.4% |
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