+101.0%
CB vs BHP
+115.8%
-14.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +0.5% | -2.9% | +3.4% | +0.8% |
| 30D | -3.1% | +3.4% | -6.5% | -3.5% |
| 3M | +9.0% | +4.1% | +4.9% | +8.3% |
| 6M | +2.9% | +20.6% | -17.7% | -0.1% |
| YTD | +10.1% | +56.1% | -46.0% | +2.7% |
| 1Y | +22.8% | +69.6% | -46.8% | +12.9% |
| 3Y | +73.8% | +78.8% | -5.0% | +55.7% |
| All | +101.0% | +115.8% | -14.8% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling