+566.4%
CAG vs BHP
+7,637.4%
-7,071.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -2.1% |
| 7D | -5.9% | -3.7% | -2.2% | -5.5% |
| 30D | -1.5% | -0.8% | -0.7% | -1.5% |
| 3M | +11.5% | +7.6% | +3.9% | +10.2% |
| 6M | -15.7% | +20.8% | -36.5% | -18.1% |
| YTD | -10.2% | +50.8% | -61.0% | -15.3% |
| 1Y | -18.1% | +70.9% | -89.0% | -24.1% |
| 3Y | -39.4% | +78.0% | -117.4% | -44.6% |
| 5Y | -42.6% | +113.1% | -155.7% | -49.4% |
| 10Y | -35.6% | +483.0% | -518.6% | -51.5% |
| All | +566.4% | +7,637.4% | -7,071.0% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling