-31.9%
CEG vs BHP
+53.4%
-85.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -7.6% |
| 7D | -4.8% | -2.5% | -2.3% | -4.0% |
| 30D | -8.2% | -7.7% | -0.5% | -5.5% |
| 3M | -7.9% | -6.4% | -1.5% | -5.9% |
| 6M | -23.2% | +5.2% | -28.4% | -25.8% |
| YTD | -30.1% | +38.3% | -68.5% | -39.4% |
| 1Y | -31.9% | +53.4% | -85.3% | -41.6% |
| All | -31.9% | +53.4% | -85.3% | -41.6% |
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 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