+15.6%
CL vs BP
-1.4%
+17.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.4% |
| 7D | +5.9% | -11.2% | +17.2% | +4.1% |
| 30D | +13.8% | -0.7% | +14.4% | +13.7% |
| 3M | +6.4% | +9.8% | -3.4% | +8.5% |
| 6M | +15.6% | -1.6% | +17.2% | +11.9% |
| All | +15.6% | -1.4% | +17.0% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling