+349.0%
BHP vs CPB
-40.1%
+389.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +2.4% | -4.1% | +6.5% | +2.7% |
| 30D | -5.4% | +16.9% | -22.3% | -6.7% |
| 3M | -6.9% | -0.6% | -6.3% | -6.9% |
| 6M | -4.3% | +11.4% | -15.7% | -5.6% |
| YTD | +41.6% | -14.8% | +56.5% | +43.3% |
| 1Y | +53.3% | -24.8% | +78.1% | +57.3% |
| 3Y | +58.4% | -36.6% | +95.0% | +64.2% |
| 5Y | +121.3% | -33.3% | +154.6% | +126.3% |
| 10Y | +349.0% | -40.4% | +389.4% | +340.8% |
| All | +349.0% | -40.1% | +389.1% | +340.8% |
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