+5.4%
CCI vs BHP
+46.1%
-40.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +14.4% | -4.5% | +19.0% | +14.8% |
| 3M | +21.7% | -6.9% | +28.6% | +22.4% |
| 6M | +4.0% | -10.6% | +14.6% | +5.5% |
| YTD | +6.2% | +37.2% | -31.0% | -2.1% |
| 1Y | +5.4% | +48.0% | -42.6% | -3.7% |
| All | +5.4% | +46.1% | -40.7% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling