+15.0%
CI vs BHP
+53.5%
-38.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.5% |
| 7D | -1.3% | +2.4% | -3.7% | -1.3% |
| 30D | +6.4% | -5.4% | +11.8% | +6.5% |
| 3M | +10.7% | -6.9% | +17.5% | +10.7% |
| 6M | +5.5% | -4.3% | +9.8% | +5.6% |
| YTD | +11.4% | +41.6% | -30.2% | +8.7% |
| 1Y | +15.0% | +53.3% | -38.3% | +11.0% |
| All | +15.0% | +53.5% | -38.5% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling