+6,646.7%
CB vs BP
+1,359.4%
+5,287.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +0.5% | +3.9% | -3.4% | -0.9% |
| 30D | -3.1% | +7.6% | -10.7% | -5.7% |
| 3M | +9.0% | +0.7% | +8.3% | +8.0% |
| 6M | +2.9% | +15.5% | -12.6% | -3.4% |
| YTD | +10.1% | +30.8% | -20.7% | -1.4% |
| 1Y | +22.8% | +34.3% | -11.5% | +8.7% |
| 3Y | +73.8% | +35.1% | +38.7% | +49.7% |
| 5Y | +99.2% | +126.8% | -27.7% | +37.5% |
| 10Y | +218.2% | +123.4% | +94.9% | +106.4% |
| All | +6,646.7% | +1,359.4% | +5,287.2% | +3,022.9% |
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