+74.9%
CB vs BHP
+53.3%
+21.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.0% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +7.3% | -4.5% | +11.8% | +7.2% |
| 3M | +9.4% | -6.9% | +16.3% | +9.2% |
| 6M | +19.6% | -10.6% | +30.2% | +19.7% |
| YTD | +21.5% | +37.2% | -15.7% | +19.0% |
| 1Y | +28.0% | +48.0% | -20.0% | +24.7% |
| 3Y | +74.9% | +52.6% | +22.3% | +68.8% |
| All | +74.9% | +53.3% | +21.5% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling