+639.5%
CEG vs BHP
+98.0%
+541.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +8.0% | -2.9% | +10.9% | +9.2% |
| 30D | +12.9% | +3.4% | +9.6% | +11.5% |
| 3M | +13.2% | +4.1% | +9.1% | +11.0% |
| 6M | -7.0% | +20.6% | -27.6% | -14.2% |
| YTD | -15.0% | +56.1% | -71.1% | -29.0% |
| 1Y | -2.7% | +69.6% | -72.3% | -21.4% |
| 3Y | +184.1% | +78.8% | +105.3% | +118.4% |
| All | +639.5% | +98.0% | +541.5% | +473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling