+6,856.5%
CP vs BB
+307.3%
+6,549.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.1% |
| 7D | +2.8% | +3.8% | -1.0% | +2.4% |
| 30D | +10.2% | -0.3% | +10.6% | +9.9% |
| 3M | +2.4% | -0.5% | +2.8% | +1.8% |
| 6M | +7.7% | +45.9% | -38.2% | +2.1% |
| YTD | +26.0% | +130.6% | -104.6% | +13.7% |
| 1Y | +34.6% | +89.2% | -54.5% | +23.7% |
| 3Y | +26.7% | +137.5% | -110.8% | +10.6% |
| 5Y | +24.9% | -20.9% | +45.8% | +18.4% |
| 10Y | +258.6% | +25.4% | +233.2% | +192.0% |
| All | +6,856.5% | +307.3% | +6,549.2% | +5,579.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling