+113.8%
CF vs BHP
+119.3%
-5.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.8% |
| 7D | +5.4% | +2.5% | +2.9% | +4.8% |
| 30D | +6.5% | -5.2% | +11.8% | +7.6% |
| 3M | +4.6% | -8.7% | +13.3% | +6.4% |
| 6M | -3.3% | -6.9% | +3.5% | -2.6% |
| YTD | +63.9% | +39.0% | +24.9% | +44.4% |
| 1Y | +50.4% | +48.9% | +1.5% | +29.4% |
| 3Y | +68.2% | +55.4% | +12.9% | +39.4% |
| 5Y | +113.8% | +119.2% | -5.4% | +53.7% |
| All | +113.8% | +119.3% | -5.5% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling