+476.4%
BHP vs CPB
-45.3%
+521.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | -1.8% | -1.8% | -3.4% |
| 30D | -1.2% | -7.1% | +5.9% | -0.5% |
| 3M | +1.2% | -6.0% | +7.2% | +1.6% |
| 6M | +21.4% | -5.3% | +26.7% | +21.7% |
| YTD | +50.4% | -20.8% | +71.3% | +53.4% |
| 1Y | +67.5% | -33.8% | +101.4% | +74.3% |
| 3Y | +72.8% | -43.7% | +116.6% | +81.9% |
| 5Y | +112.6% | -40.7% | +153.3% | +120.6% |
| All | +476.4% | -45.3% | +521.7% | +524.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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