+216.8%
CB vs BHP
+509.4%
-292.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.9% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | -3.9% | +4.0% | -7.9% | -4.9% |
| 3M | +4.9% | +12.3% | -7.4% | +1.3% |
| 6M | +3.3% | +30.8% | -27.6% | -5.1% |
| YTD | +8.5% | +58.8% | -50.3% | -6.0% |
| 1Y | +22.1% | +76.8% | -54.8% | +2.2% |
| 3Y | +70.1% | +87.5% | -17.3% | +36.4% |
| 5Y | +97.4% | +123.9% | -26.5% | +42.7% |
| 10Y | +216.8% | +504.4% | -287.5% | +67.1% |
| All | +216.8% | +509.4% | -292.6% | +67.1% |
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 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