+350.2%
CG vs BHP
+211.7%
+138.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -4.3% | -2.9% | -1.4% | -3.0% |
| 30D | -5.1% | +3.4% | -8.5% | -6.8% |
| 3M | +8.7% | +4.1% | +4.6% | +5.9% |
| 6M | -9.2% | +20.6% | -29.8% | -18.0% |
| YTD | -18.9% | +56.1% | -74.9% | -35.7% |
| 1Y | -25.6% | +69.6% | -95.2% | -43.4% |
| 3Y | +57.3% | +78.8% | -21.5% | +15.4% |
| 5Y | +10.2% | +113.1% | -102.9% | -27.1% |
| 10Y | +364.2% | +505.9% | -141.7% | +91.9% |
| All | +350.2% | +211.7% | +138.5% | +101.1% |
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 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