+25,808.1%
CAT vs BHP
+7,909.4%
+17,898.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | +1.7% | -2.9% | +4.6% | +3.1% |
| 30D | -6.6% | +3.4% | -9.9% | -8.2% |
| 3M | -13.3% | +4.1% | -17.4% | -15.2% |
| 6M | +11.6% | +20.6% | -9.0% | +1.9% |
| YTD | +42.9% | +56.1% | -13.1% | +15.7% |
| 1Y | +95.4% | +69.6% | +25.8% | +52.1% |
| 3Y | +196.6% | +78.8% | +117.8% | +122.1% |
| 5Y | +321.7% | +113.1% | +208.6% | +183.1% |
| 10Y | +1,140.8% | +505.9% | +634.9% | +414.6% |
| All | +25,808.1% | +7,909.4% | +17,898.7% | +4,553.1% |
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