+50.8%
CDE vs BHP
+65.8%
-15.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | +1.4% |
| 7D | +0.5% | -5.0% | +5.5% | +7.7% |
| 30D | +21.9% | +1.2% | +20.7% | +20.4% |
| 3M | +14.9% | +1.8% | +13.1% | +13.6% |
| 6M | -10.5% | +18.0% | -28.5% | -26.9% |
| YTD | +19.3% | +52.7% | -33.5% | -26.7% |
| 1Y | +50.8% | +66.0% | -15.2% | -16.2% |
| All | +50.8% | +65.8% | -15.0% | -16.2% |
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 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