+188.5%
CFG vs BHP
+87.4%
+101.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.7% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | -3.7% | +4.0% | -7.7% | -5.2% |
| 3M | +9.5% | +12.3% | -2.8% | +4.2% |
| 6M | +22.2% | +30.8% | -8.6% | +8.0% |
| YTD | +22.3% | +58.8% | -36.4% | -1.4% |
| 1Y | +39.4% | +76.8% | -37.4% | +6.8% |
| 3Y | +188.5% | +87.5% | +101.0% | +102.0% |
| All | +188.5% | +87.4% | +101.1% | +102.0% |
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 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