-35.4%
CG vs BHP
+70.6%
-106.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.9% | -3.6% | -6.2% | -8.8% |
| 30D | -11.7% | -1.2% | -10.5% | -11.5% |
| 3M | -4.3% | +1.2% | -5.5% | -5.1% |
| 6M | -8.8% | +21.4% | -30.2% | -15.8% |
| YTD | -26.9% | +50.4% | -77.3% | -40.9% |
| 1Y | -35.4% | +67.5% | -102.9% | -50.5% |
| All | -35.4% | +70.6% | -106.0% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling