+19,095.1%
CAT vs BHP
+7,168.8%
+11,926.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.8% | +2.4% |
| 7D | +1.7% | +2.4% | -0.7% | +0.8% |
| 30D | -24.6% | -5.4% | -19.2% | -22.6% |
| 3M | -28.5% | -6.9% | -21.6% | -26.3% |
| 6M | -34.8% | -4.3% | -30.5% | -33.9% |
| YTD | +5.9% | +41.6% | -35.7% | -10.4% |
| 1Y | +6.8% | +53.3% | -46.5% | -12.8% |
| 3Y | +161.1% | +58.4% | +102.7% | +106.8% |
| 5Y | +213.4% | +121.3% | +92.2% | +107.5% |
| 10Y | +700.3% | +349.0% | +351.4% | +279.0% |
| All | +19,095.1% | +7,168.8% | +11,926.2% | +3,504.3% |
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