+52.4%
CL vs BP
+121.6%
-69.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -2.2% | +3.9% | -6.1% | -2.5% |
| 30D | -4.8% | +7.6% | -12.5% | -5.4% |
| 3M | +4.9% | +0.7% | +4.2% | +4.7% |
| 6M | -5.7% | +15.5% | -21.2% | -7.2% |
| YTD | +14.4% | +30.8% | -16.4% | +11.2% |
| 1Y | +8.7% | +34.3% | -25.6% | +5.4% |
| 3Y | +30.0% | +35.1% | -5.1% | +25.2% |
| 5Y | +28.4% | +126.8% | -98.5% | +15.1% |
| All | +52.4% | +121.6% | -69.2% | +34.2% |
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