+39.9%
CL vs BP
+103.6%
-63.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +1.3% | -11.6% | +13.0% | +1.2% |
| 30D | +11.4% | 0.0% | +11.3% | +11.3% |
| 3M | +4.4% | +6.7% | -2.3% | +4.4% |
| 6M | +10.8% | +2.2% | +8.6% | +10.7% |
| YTD | +25.1% | +33.0% | -7.9% | +23.9% |
| 1Y | +28.0% | +30.7% | -2.8% | +26.8% |
| 3Y | +37.6% | +44.2% | -6.6% | +35.7% |
| All | +39.9% | +103.6% | -63.7% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling