-37.7%
CAG vs BHP
+496.8%
-534.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -5.7% | -3.6% | -2.1% | -5.3% |
| 30D | -2.4% | -1.2% | -1.2% | -2.3% |
| 3M | +9.8% | +1.2% | +8.6% | +9.5% |
| 6M | -10.8% | +21.4% | -32.2% | -13.4% |
| YTD | -10.8% | +50.4% | -61.2% | -15.9% |
| 1Y | -19.0% | +67.5% | -86.5% | -24.7% |
| 3Y | -39.7% | +72.8% | -112.5% | -44.8% |
| 5Y | -43.0% | +112.6% | -155.6% | -50.1% |
| All | -37.7% | +496.8% | -534.5% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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