+73.0%
CF vs BHP
+76.8%
-3.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +6.0% | -2.9% | +8.9% | +6.2% |
| 30D | +14.8% | +3.4% | +11.5% | +14.6% |
| 3M | +14.1% | +4.1% | +10.0% | +13.8% |
| 6M | +28.5% | +20.6% | +7.9% | +26.2% |
| YTD | +74.9% | +56.1% | +18.9% | +61.0% |
| 1Y | +61.7% | +69.6% | -7.9% | +45.4% |
| All | +73.0% | +76.8% | -3.8% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling