+312.1%
CG vs BHP
+498.2%
-186.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +3.0% | +0.3% |
| 7D | -9.8% | -3.7% | -6.1% | -8.1% |
| 30D | -10.3% | -0.8% | -9.5% | -10.2% |
| 3M | -1.7% | +7.6% | -9.3% | -6.0% |
| 6M | -9.8% | +20.8% | -30.6% | -19.6% |
| YTD | -25.6% | +50.8% | -76.4% | -41.6% |
| 1Y | -32.5% | +70.9% | -103.4% | -50.5% |
| 3Y | +45.6% | +78.0% | -32.4% | +2.8% |
| 5Y | +3.7% | +113.1% | -109.4% | -35.4% |
| All | +312.1% | +498.2% | -186.1% | +62.1% |
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