+223.2%
CP vs BBWI
-56.0%
+279.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | 0.0% |
| 7D | +2.4% | +1.6% | +0.9% | +2.2% |
| 30D | -0.5% | -6.2% | +5.7% | +0.3% |
| 3M | +1.4% | +4.3% | -2.9% | +0.1% |
| 6M | +10.3% | -7.2% | +17.5% | +10.2% |
| YTD | +24.3% | -3.0% | +27.3% | +22.8% |
| 1Y | +20.4% | -30.8% | +51.2% | +24.7% |
| 3Y | +21.8% | -43.4% | +65.2% | +26.4% |
| 5Y | +31.5% | -66.7% | +98.2% | +44.5% |
| 10Y | +223.2% | -55.7% | +278.9% | +178.1% |
| All | +223.2% | -56.0% | +279.2% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling