+130.2%
BHP vs CPB
-33.2%
+163.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.1% |
| 7D | +3.8% | +2.9% | +1.0% | +3.7% |
| 30D | -6.5% | +17.6% | -24.1% | -7.1% |
| 3M | -8.5% | +2.0% | -10.6% | -8.5% |
| 6M | -2.2% | +11.6% | -13.8% | -2.7% |
| YTD | +40.0% | -13.8% | +53.8% | +41.4% |
| 1Y | +51.3% | -21.6% | +72.9% | +54.0% |
| 3Y | +56.5% | -35.8% | +92.4% | +60.3% |
| 5Y | +130.2% | -33.3% | +163.5% | +140.5% |
| All | +130.2% | -33.2% | +163.4% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling