+22.1%
CB vs BHP
+76.4%
-54.3%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.2% |
| 7D | -0.6% | +1.3% | -1.9% | -0.5% |
| 30D | -3.9% | +4.0% | -7.9% | -3.4% |
| 3M | +4.9% | +12.3% | -7.4% | +6.8% |
| 6M | +3.3% | +30.8% | -27.6% | +5.2% |
| YTD | +8.5% | +58.8% | -50.3% | +13.4% |
| 1Y | +22.1% | +76.8% | -54.8% | +28.8% |
| All | +22.1% | +76.4% | -54.3% | +28.8% |
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