+7,131.2%
CB vs BHP
+4,506.0%
+2,625.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.2% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | +9.1% | -6.3% | +15.3% | +10.8% |
| 3M | +3.4% | -7.1% | +10.5% | +5.0% |
| 6M | +14.1% | -3.2% | +17.3% | +13.4% |
| YTD | +18.0% | +37.9% | -19.9% | +5.0% |
| 1Y | +30.1% | +49.7% | -19.6% | +12.9% |
| 3Y | +71.8% | +51.7% | +20.1% | +44.9% |
| 5Y | +101.8% | +122.0% | -20.2% | +47.2% |
| 10Y | +252.1% | +382.4% | -130.3% | +95.9% |
| All | +7,131.2% | +4,506.0% | +2,625.2% | +2,016.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling