+41.9%
CI vs BHP
+121.9%
-80.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.0% |
| 7D | -2.0% | +1.3% | -3.3% | -2.1% |
| 30D | -1.8% | +4.0% | -5.8% | -2.2% |
| 3M | -4.2% | +12.3% | -16.5% | -5.5% |
| 6M | +2.7% | +30.8% | -28.1% | -0.7% |
| YTD | +1.9% | +58.8% | -56.9% | -3.7% |
| 1Y | -6.3% | +76.8% | -83.1% | -12.7% |
| 3Y | +3.9% | +87.5% | -83.6% | -5.3% |
| 5Y | +41.9% | +123.9% | -82.0% | +23.9% |
| All | +41.9% | +121.9% | -80.0% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling