+34.3%
CP vs BBWI
-66.0%
+100.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | -2.7% | +1.5% | -4.2% | -2.9% |
| 30D | +0.2% | -5.2% | +5.4% | +0.8% |
| 3M | +2.6% | +11.1% | -8.5% | +0.4% |
| 6M | +6.0% | -13.4% | +19.3% | +7.1% |
| YTD | +24.9% | +0.1% | +24.8% | +23.0% |
| 1Y | +20.1% | -36.1% | +56.2% | +26.1% |
| 3Y | +16.4% | -44.1% | +60.5% | +20.8% |
| All | +34.3% | -66.0% | +100.3% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling