+26.7%
CP vs BB
+132.4%
-105.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.0% |
| 7D | +2.8% | +3.8% | -1.0% | +2.5% |
| 30D | +10.2% | -0.3% | +10.6% | +10.0% |
| 3M | +2.4% | -0.5% | +2.8% | +1.9% |
| 6M | +7.7% | +45.9% | -38.2% | +2.4% |
| YTD | +26.0% | +130.6% | -104.6% | +14.0% |
| 1Y | +34.6% | +89.2% | -54.5% | +24.2% |
| 3Y | +26.7% | +137.5% | -110.8% | +6.2% |
| All | +26.7% | +132.4% | -105.8% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling