+316.4%
CFG vs BHP
+201.3%
+115.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.7% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | +1.1% | -6.3% | +7.3% | +3.9% |
| 3M | -12.0% | -7.1% | -4.9% | -9.6% |
| 6M | -2.2% | -3.2% | +1.0% | -2.9% |
| YTD | +11.4% | +37.9% | -26.5% | -8.0% |
| 1Y | +27.8% | +49.7% | -21.8% | +1.3% |
| 3Y | +173.3% | +51.7% | +121.6% | +109.9% |
| 5Y | +62.4% | +122.0% | -59.6% | -1.4% |
| 10Y | +249.6% | +382.4% | -132.8% | +58.2% |
| All | +316.4% | +201.3% | +115.2% | +84.2% |
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