+47.0%
CF vs BHP
+54.8%
-7.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | +0.5% |
| 7D | -0.9% | +3.5% | -4.4% | -0.2% |
| 30D | +6.9% | -4.5% | +11.4% | +6.4% |
| 3M | +4.8% | -6.4% | +11.2% | +4.2% |
| 6M | +4.7% | -0.1% | +4.7% | +6.5% |
| YTD | +56.5% | +43.0% | +13.5% | +56.3% |
| All | +47.0% | +54.8% | -7.9% | +41.5% |
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 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