+103.2%
CB vs BHP
+120.8%
-17.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.9% |
| 7D | +0.2% | +0.9% | -0.7% | +0.2% |
| 30D | +9.1% | -6.3% | +15.3% | +9.6% |
| 3M | +3.4% | -7.1% | +10.5% | +3.9% |
| 6M | +14.1% | -3.2% | +17.3% | +13.7% |
| YTD | +18.0% | +37.9% | -19.9% | +11.4% |
| 1Y | +30.1% | +49.7% | -19.6% | +21.2% |
| 3Y | +71.8% | +51.7% | +20.1% | +57.1% |
| All | +103.2% | +120.8% | -17.6% | +64.2% |
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