+897.6%
CCI vs BHP
+5,403.5%
-4,505.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.4% |
| 7D | +0.2% | +1.3% | -1.1% | -0.2% |
| 30D | +0.5% | +4.0% | -3.5% | -0.9% |
| 3M | -16.3% | +12.3% | -28.6% | -20.0% |
| 6M | -13.9% | +30.8% | -44.8% | -22.5% |
| YTD | -12.4% | +58.8% | -71.2% | -26.3% |
| 1Y | -15.2% | +76.8% | -92.0% | -31.4% |
| 3Y | -9.9% | +87.5% | -97.3% | -30.1% |
| 5Y | -50.8% | +123.9% | -174.7% | -65.4% |
| 10Y | +18.3% | +504.4% | -486.1% | -46.6% |
| All | +897.6% | +5,403.5% | -4,505.9% | +75.6% |
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