+189.0%
CDE vs BHP
+110.7%
+78.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | -3.1% | -3.6% | +0.5% | +0.5% |
| 30D | +9.5% | -1.2% | +10.7% | +10.7% |
| 3M | +25.5% | +1.2% | +24.3% | +25.2% |
| 6M | -7.9% | +21.4% | -29.3% | -22.3% |
| YTD | +15.6% | +50.4% | -34.9% | -20.6% |
| 1Y | +34.0% | +67.5% | -33.5% | -16.3% |
| 3Y | +791.9% | +72.8% | +719.1% | +448.5% |
| All | +189.0% | +110.7% | +78.3% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling