+247.9%
CB vs BHP
+339.3%
-91.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | 0.0% | +2.5% | -2.4% | -0.6% |
| 30D | +7.4% | -5.2% | +12.6% | +8.6% |
| 3M | +8.6% | -8.7% | +17.3% | +10.5% |
| 6M | +16.1% | -6.9% | +23.0% | +16.6% |
| YTD | +20.2% | +39.0% | -18.8% | +7.1% |
| 1Y | +27.2% | +48.9% | -21.7% | +11.0% |
| 3Y | +72.7% | +55.4% | +17.3% | +45.1% |
| 5Y | +105.9% | +119.2% | -13.3% | +46.7% |
| All | +247.9% | +339.3% | -91.4% | +96.5% |
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