+5.5%
CG vs BHP
+126.1%
-120.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -6.4% | +0.9% | -7.3% | -6.9% |
| 30D | -7.1% | +4.0% | -11.1% | -9.0% |
| 3M | -1.6% | +11.3% | -12.8% | -7.2% |
| 6M | -8.3% | +29.3% | -37.7% | -20.7% |
| YTD | -23.8% | +59.2% | -83.0% | -41.7% |
| 1Y | -28.7% | +80.8% | -109.6% | -49.1% |
| 3Y | +49.2% | +88.0% | -38.8% | +2.1% |
| 5Y | +5.5% | +126.6% | -121.1% | -32.9% |
| All | +5.5% | +126.1% | -120.6% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling