+112.0%
CF vs BHP
+120.8%
-8.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | -3.2% | +0.9% | -4.1% | -3.4% |
| 30D | +4.3% | -6.3% | +10.6% | +5.6% |
| 3M | +2.8% | -7.1% | +9.9% | +4.2% |
| 6M | +0.6% | -3.2% | +3.8% | +0.4% |
| YTD | +56.6% | +37.9% | +18.7% | +38.5% |
| 1Y | +49.6% | +49.7% | -0.1% | +28.5% |
| 3Y | +61.5% | +51.7% | +9.8% | +35.1% |
| All | +112.0% | +120.8% | -8.7% | +56.0% |
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 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