-10.2%
CCI vs BHP
+81.6%
-91.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | +2.1% | +4.0% | -1.9% | +1.6% |
| 3M | -17.8% | +11.3% | -29.1% | -19.2% |
| 6M | -14.2% | +29.3% | -43.5% | -18.4% |
| YTD | -13.3% | +59.2% | -72.6% | -21.1% |
| 1Y | -16.6% | +80.8% | -97.5% | -26.1% |
| All | -10.2% | +81.6% | -91.8% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling