+639.7%
CEG vs BHP
+101.4%
+538.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | +6.7% | +1.3% | +5.4% | +6.2% |
| 30D | +11.0% | +4.0% | +7.0% | +9.3% |
| 3M | +19.5% | +12.3% | +7.2% | +14.0% |
| 6M | -5.9% | +30.8% | -36.7% | -15.8% |
| YTD | -15.0% | +58.8% | -73.7% | -29.5% |
| 1Y | +0.6% | +76.8% | -76.2% | -19.9% |
| 3Y | +180.6% | +87.5% | +93.2% | +112.3% |
| All | +639.7% | +101.4% | +538.2% | +469.9% |
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