+223.2%
CP vs BB
+3.3%
+219.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | +2.4% | +0.5% | +1.9% | +2.4% |
| 30D | -0.5% | -12.4% | +11.8% | +0.7% |
| 3M | +1.4% | -15.3% | +16.7% | +2.2% |
| 6M | +10.3% | +128.8% | -118.5% | -0.7% |
| YTD | +24.3% | +107.7% | -83.4% | +12.9% |
| 1Y | +20.4% | +103.9% | -83.4% | +9.1% |
| 3Y | +21.8% | +72.6% | -50.8% | +8.7% |
| 5Y | +31.5% | -24.3% | +55.8% | +23.9% |
| 10Y | +223.2% | +3.1% | +220.1% | +132.3% |
| All | +223.2% | +3.3% | +219.9% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling