+89.6%
CL vs BP
+143.9%
-54.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +3.2% | +3.8% | -0.6% | +3.0% |
| 30D | +8.0% | -5.3% | +13.3% | +8.4% |
| 3M | +7.9% | +9.3% | -1.4% | +7.1% |
| 6M | +14.7% | +7.2% | +7.5% | +13.9% |
| YTD | +29.2% | +38.0% | -8.9% | +25.1% |
| 1Y | +29.5% | +33.2% | -3.7% | +25.8% |
| 3Y | +40.7% | +50.3% | -9.6% | +34.3% |
| 5Y | +43.9% | +114.1% | -70.2% | +30.5% |
| All | +89.6% | +143.9% | -54.3% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling