+173.3%
CFG vs BHP
+50.5%
+122.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.4% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | +1.1% | -6.3% | +7.3% | +3.0% |
| 3M | -12.0% | -7.1% | -4.9% | -10.4% |
| 6M | -2.2% | -3.2% | +1.0% | -3.0% |
| YTD | +11.4% | +37.9% | -26.5% | -5.1% |
| 1Y | +27.8% | +49.7% | -21.8% | +5.1% |
| 3Y | +173.3% | +51.7% | +121.6% | +115.8% |
| All | +173.3% | +50.5% | +122.8% | +115.8% |
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