+362.4%
CFG vs BHP
+241.0%
+121.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +1.5% | -2.9% | +4.4% | +3.0% |
| 30D | -3.8% | +3.4% | -7.2% | -5.6% |
| 3M | +11.5% | +4.1% | +7.4% | +8.1% |
| 6M | +19.2% | +20.6% | -1.4% | +6.6% |
| YTD | +23.7% | +56.1% | -32.4% | -3.2% |
| 1Y | +38.8% | +69.6% | -30.8% | +3.9% |
| 3Y | +178.9% | +78.8% | +100.1% | +99.0% |
| 5Y | +101.8% | +113.1% | -11.3% | +26.3% |
| 10Y | +317.3% | +505.9% | -188.6% | +74.2% |
| All | +362.4% | +241.0% | +121.4% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling