+306.8%
CFG vs BHP
+503.2%
-196.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.6% | +0.9% | -1.5% | -1.1% |
| 30D | -4.5% | +4.0% | -8.6% | -6.9% |
| 3M | +6.3% | +11.3% | -4.9% | -1.1% |
| 6M | +20.6% | +29.3% | -8.7% | +1.7% |
| YTD | +21.2% | +59.2% | -38.0% | -10.3% |
| 1Y | +38.2% | +80.8% | -42.7% | -5.6% |
| 3Y | +185.9% | +88.0% | +97.9% | +85.2% |
| 5Y | +97.0% | +126.6% | -29.7% | +5.6% |
| 10Y | +306.8% | +515.7% | -208.9% | +31.6% |
| All | +306.8% | +503.2% | -196.4% | +31.6% |
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