+80.8%
BHP vs CPB
-30.8%
+111.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.4% |
| 7D | +0.9% | -8.0% | +8.9% | -0.2% |
| 30D | +4.0% | -2.4% | +6.4% | +3.9% |
| 3M | +11.3% | +0.5% | +10.7% | +12.1% |
| 6M | +29.3% | -10.5% | +39.8% | +26.6% |
| YTD | +59.2% | -17.5% | +76.7% | +52.8% |
| 1Y | +80.8% | -31.0% | +111.9% | +61.9% |
| All | +80.8% | -30.8% | +111.7% | +61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling