+7,131.2%
CB vs BP
+1,383.4%
+5,747.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.2% | -11.6% | +11.9% | +4.4% |
| 30D | +9.1% | 0.0% | +9.0% | +8.7% |
| 3M | +3.4% | +6.7% | -3.3% | +0.6% |
| 6M | +14.1% | +2.2% | +11.9% | +12.0% |
| YTD | +18.0% | +33.0% | -15.0% | +4.7% |
| 1Y | +30.1% | +30.7% | -0.6% | +15.9% |
| 3Y | +71.8% | +44.2% | +27.6% | +44.3% |
| 5Y | +101.8% | +105.1% | -3.3% | +44.4% |
| 10Y | +252.1% | +133.5% | +118.6% | +124.2% |
| All | +7,131.2% | +1,383.4% | +5,747.8% | +3,214.8% |
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