+246.7%
CB vs BHP
+330.6%
-84.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.1% |
| 7D | +0.7% | +3.8% | -3.1% | -0.2% |
| 30D | +8.2% | -6.5% | +14.7% | +9.7% |
| 3M | +6.3% | -8.5% | +14.8% | +8.1% |
| 6M | +16.2% | -2.2% | +18.3% | +15.2% |
| YTD | +19.3% | +40.0% | -20.7% | +6.2% |
| 1Y | +29.2% | +51.3% | -22.1% | +12.3% |
| 3Y | +71.4% | +56.5% | +14.9% | +43.8% |
| 5Y | +104.2% | +130.2% | -25.9% | +42.9% |
| 10Y | +246.7% | +336.5% | -89.9% | +95.6% |
| All | +246.7% | +330.6% | -84.0% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling