+34.8%
CF vs BHP
+53.4%
-18.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.0% |
| 7D | -6.9% | -2.5% | -4.3% | -7.2% |
| 30D | -3.7% | -7.7% | +4.0% | -4.8% |
| 3M | -5.0% | -6.4% | +1.4% | -5.4% |
| 6M | -10.5% | +5.2% | -15.6% | -6.8% |
| YTD | +46.5% | +38.3% | +8.2% | +45.1% |
| 1Y | +34.8% | +53.4% | -18.6% | +27.7% |
| All | +34.8% | +53.4% | -18.6% | +27.7% |
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