-17.1%
CCI vs BHP
+70.6%
-87.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -0.3% | -3.6% | +3.3% | -0.2% |
| 30D | +2.2% | -1.2% | +3.4% | +2.3% |
| 3M | -16.9% | +1.2% | -18.1% | -16.7% |
| 6M | -11.5% | +21.4% | -32.9% | -13.6% |
| YTD | -12.8% | +50.4% | -63.3% | -16.7% |
| 1Y | -17.1% | +67.5% | -84.6% | -20.4% |
| All | -17.1% | +70.6% | -87.7% | -20.4% |
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