+7,943.2%
BHP vs CPB
+325.7%
+7,617.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.0% | +0.4% |
| 7D | -2.9% | -8.6% | +5.7% | -1.1% |
| 30D | +3.4% | -7.2% | +10.6% | +4.9% |
| 3M | +4.1% | +0.9% | +3.2% | +3.3% |
| 6M | +20.6% | -11.8% | +32.4% | +22.8% |
| YTD | +56.1% | -19.4% | +75.5% | +61.6% |
| 1Y | +69.6% | -30.4% | +100.0% | +80.5% |
| 3Y | +78.8% | -40.2% | +119.0% | +94.3% |
| 5Y | +113.1% | -39.5% | +152.6% | +128.1% |
| 10Y | +505.9% | -47.4% | +553.3% | +548.0% |
| All | +7,943.2% | +325.7% | +7,617.5% | +5,889.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling