+1,110.1%
CCI vs BHP
+4,655.7%
-3,545.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.7% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +14.4% | -4.5% | +19.0% | +16.0% |
| 3M | +21.7% | -6.9% | +28.6% | +24.2% |
| 6M | +4.0% | -10.6% | +14.6% | +6.5% |
| YTD | +6.2% | +37.2% | -31.0% | -6.4% |
| 1Y | +5.4% | +48.0% | -42.6% | -9.6% |
| 3Y | +11.7% | +52.6% | -40.8% | -7.3% |
| 5Y | -35.6% | +116.5% | -152.1% | -54.2% |
| 10Y | +68.7% | +334.9% | -266.2% | -14.4% |
| All | +1,110.1% | +4,655.7% | -3,545.6% | +123.0% |
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