+29.5%
CL vs BP
+31.6%
-2.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.9% |
| 7D | +3.2% | +3.8% | -0.6% | +3.7% |
| 30D | +8.0% | -5.3% | +13.3% | +7.4% |
| 3M | +7.9% | +9.3% | -1.4% | +9.2% |
| 6M | +14.7% | +7.2% | +7.5% | +15.6% |
| YTD | +29.2% | +38.0% | -8.9% | +25.7% |
| 1Y | +29.5% | +33.2% | -3.7% | +25.7% |
| All | +29.5% | +31.6% | -2.1% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling