+7,604.2%
CP vs BBWI
+1,142.2%
+6,462.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.0% |
| 7D | +2.8% | -6.2% | +9.0% | +4.1% |
| 30D | +10.2% | +19.9% | -9.7% | +5.8% |
| 3M | +2.4% | +7.1% | -4.8% | 0.0% |
| 6M | +7.7% | +13.7% | -6.0% | +3.0% |
| YTD | +26.0% | +9.6% | +16.4% | +20.0% |
| 1Y | +34.6% | -1.6% | +36.3% | +29.7% |
| 3Y | +26.7% | -25.9% | +52.6% | +24.5% |
| 5Y | +24.9% | -67.8% | +92.7% | +40.7% |
| 10Y | +258.6% | -43.5% | +302.1% | +200.4% |
| All | +7,604.2% | +1,142.2% | +6,462.0% | +2,783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling