+40.7%
CL vs BP
+43.3%
-2.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.2% |
| 7D | +5.9% | -11.2% | +17.2% | +5.1% |
| 30D | +13.8% | -0.7% | +14.4% | +13.7% |
| 3M | +6.4% | +9.8% | -3.4% | +7.1% |
| 6M | +15.6% | -1.6% | +17.2% | +15.7% |
| YTD | +27.9% | +33.5% | -5.6% | +28.3% |
| 1Y | +31.4% | +31.7% | -0.3% | +31.8% |
| All | +40.7% | +43.3% | -2.7% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling