+626.9%
CEG vs BHP
+102.0%
+524.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.3% | +0.9% | +0.4% | +1.0% |
| 30D | +8.8% | +4.0% | +4.8% | +7.1% |
| 3M | +17.0% | +11.3% | +5.7% | +12.0% |
| 6M | -8.7% | +29.3% | -38.0% | -18.0% |
| YTD | -16.4% | +59.2% | -75.7% | -30.7% |
| 1Y | -1.8% | +80.8% | -82.6% | -22.5% |
| 3Y | +175.8% | +88.0% | +87.8% | +108.4% |
| All | +626.9% | +102.0% | +524.9% | +459.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling