+5,435.1%
CL vs BP
+1,356.5%
+4,078.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | +5.9% | -11.2% | +17.2% | +7.9% |
| 30D | +13.8% | -0.7% | +14.4% | +13.7% |
| 3M | +6.4% | +9.8% | -3.4% | +4.5% |
| 6M | +15.6% | -1.6% | +17.2% | +15.2% |
| YTD | +27.9% | +33.5% | -5.6% | +20.5% |
| 1Y | +31.4% | +31.7% | -0.3% | +24.1% |
| 3Y | +41.4% | +45.1% | -3.8% | +29.6% |
| 5Y | +42.8% | +105.9% | -63.1% | +20.4% |
| 10Y | +79.7% | +134.4% | -54.8% | +40.1% |
| All | +5,435.1% | +1,356.5% | +4,078.6% | +2,541.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling