+141.0%
CI vs BHP
+503.2%
-362.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | +0.5% | +4.0% | -3.6% | -0.8% |
| 3M | -5.2% | +11.3% | -16.4% | -8.4% |
| 6M | +4.3% | +29.3% | -25.0% | -4.3% |
| YTD | +2.8% | +59.2% | -56.4% | -11.8% |
| 1Y | -5.8% | +80.8% | -86.7% | -22.6% |
| 3Y | +4.7% | +88.0% | -83.2% | -17.4% |
| 5Y | +42.7% | +126.6% | -84.0% | -0.7% |
| 10Y | +141.0% | +515.7% | -374.8% | +16.2% |
| All | +141.0% | +503.2% | -362.2% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling