+7,100.1%
CB vs BHP
+4,677.2%
+2,422.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.5% |
| 7D | -1.5% | +3.5% | -5.0% | -2.5% |
| 30D | +6.5% | -4.5% | +11.0% | +7.7% |
| 3M | +4.1% | -6.4% | +10.4% | +5.5% |
| 6M | +14.4% | -0.1% | +14.5% | +12.7% |
| YTD | +17.5% | +43.0% | -25.5% | +3.5% |
| 1Y | +27.5% | +56.5% | -29.0% | +9.3% |
| 3Y | +71.6% | +62.0% | +9.6% | +42.0% |
| 5Y | +100.6% | +130.4% | -29.7% | +44.8% |
| 10Y | +243.0% | +349.1% | -106.1% | +95.0% |
| All | +7,100.1% | +4,677.2% | +2,422.9% | +1,985.7% |
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 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