+467.4%
CF vs BHP
+340.1%
+127.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.5% |
| 7D | +4.8% | +3.8% | +0.9% | +2.8% |
| 30D | +9.7% | -6.5% | +16.2% | +12.5% |
| 3M | +1.2% | -8.5% | +9.8% | +4.6% |
| 6M | +7.4% | -2.2% | +9.5% | +6.0% |
| YTD | +60.5% | +40.0% | +20.5% | +28.1% |
| 1Y | +50.7% | +51.3% | -0.6% | +15.1% |
| 3Y | +64.8% | +56.5% | +8.3% | +18.5% |
| 5Y | +115.8% | +130.2% | -14.4% | +13.1% |
| All | +467.4% | +340.1% | +127.3% | +100.0% |
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