+257.6%
CP vs BBWI
-41.3%
+298.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | +2.8% | -6.2% | +8.9% | +3.8% |
| 30D | +11.3% | +25.5% | -14.2% | +7.2% |
| 3M | +2.9% | +8.0% | -5.1% | +1.0% |
| 6M | +9.8% | +12.7% | -2.9% | +6.4% |
| YTD | +28.5% | +11.6% | +16.9% | +23.7% |
| 1Y | +33.5% | -0.9% | +34.4% | +29.9% |
| 3Y | +31.9% | -22.7% | +54.6% | +29.9% |
| 5Y | +25.5% | -67.2% | +92.7% | +38.1% |
| 10Y | +257.6% | -43.7% | +301.3% | +198.3% |
| All | +257.6% | -41.3% | +298.9% | +198.3% |
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