+183.3%
CAT vs BHP
+120.8%
+62.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -10.3% | +0.9% | -11.2% | -10.8% |
| 30D | -31.2% | -6.3% | -24.9% | -29.0% |
| 3M | -34.7% | -7.1% | -27.5% | -32.5% |
| 6M | -39.5% | -3.2% | -36.3% | -39.1% |
| YTD | -1.7% | +37.9% | -39.5% | -16.7% |
| 1Y | -1.1% | +49.7% | -50.8% | -19.5% |
| 3Y | +143.9% | +51.7% | +92.2% | +93.1% |
| All | +183.3% | +120.8% | +62.5% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling