+277.2%
CG vs BHP
+177.5%
+99.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.4% |
| 7D | -1.5% | +2.5% | -4.0% | -2.5% |
| 30D | +5.7% | -5.2% | +10.9% | +8.2% |
| 3M | -17.9% | -8.7% | -9.2% | -14.8% |
| 6M | -20.2% | -6.9% | -13.3% | -18.6% |
| YTD | -32.0% | +39.0% | -71.0% | -43.3% |
| 1Y | -27.0% | +48.9% | -76.0% | -41.1% |
| 3Y | +42.8% | +55.4% | -12.6% | +11.5% |
| 5Y | -23.4% | +119.2% | -142.7% | -49.9% |
| 10Y | +278.2% | +340.5% | -62.3% | +77.5% |
| All | +277.2% | +177.5% | +99.7% | +77.2% |
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