+22.8%
CB vs BHP
+65.8%
-43.0%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -2.2% |
| 7D | +0.5% | -5.0% | +5.5% | -0.1% |
| 30D | -3.1% | +1.2% | -4.3% | -2.9% |
| 3M | +9.0% | +1.8% | +7.1% | +9.8% |
| 6M | +2.9% | +18.0% | -15.2% | +3.9% |
| YTD | +10.1% | +52.7% | -42.6% | +14.1% |
| 1Y | +22.8% | +66.0% | -43.2% | +28.2% |
| All | +22.8% | +65.8% | -43.0% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling