+281.1%
CG vs BHP
+174.0%
+107.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.5% |
| 30D | +11.2% | -4.5% | +15.7% | +13.4% |
| 3M | -22.1% | -6.9% | -15.2% | -19.8% |
| 6M | -17.9% | -10.6% | -7.4% | -14.6% |
| YTD | -31.3% | +37.2% | -68.5% | -42.4% |
| 1Y | -24.0% | +48.0% | -72.0% | -38.5% |
| 3Y | +45.0% | +52.6% | -7.6% | +14.2% |
| 5Y | -22.6% | +116.5% | -139.1% | -49.1% |
| 10Y | +282.1% | +334.9% | -52.8% | +80.4% |
| All | +281.1% | +174.0% | +107.1% | +80.1% |
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