+123.9%
BHP vs CPB
-38.5%
+162.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +1.6% |
| 7D | +1.3% | -8.2% | +9.5% | +1.7% |
| 30D | +4.0% | -5.6% | +9.6% | +4.2% |
| 3M | +12.3% | +3.0% | +9.3% | +12.0% |
| 6M | +30.8% | -12.7% | +43.5% | +31.9% |
| YTD | +58.8% | -18.0% | +76.7% | +60.6% |
| 1Y | +76.8% | -31.7% | +108.6% | +82.1% |
| 3Y | +87.5% | -41.0% | +128.4% | +93.2% |
| 5Y | +123.9% | -38.4% | +162.3% | +127.0% |
| All | +123.9% | -38.5% | +162.4% | +127.0% |
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