+8,015.2%
CI vs BHP
+7,168.8%
+846.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.9% |
| 7D | -1.3% | +2.4% | -3.7% | -2.0% |
| 30D | +6.4% | -5.4% | +11.8% | +7.8% |
| 3M | +10.7% | -6.9% | +17.5% | +12.3% |
| 6M | +5.5% | -4.3% | +9.8% | +5.4% |
| YTD | +11.4% | +41.6% | -30.2% | -1.8% |
| 1Y | +15.0% | +53.3% | -38.3% | -1.0% |
| 3Y | +9.0% | +58.4% | -49.4% | -9.6% |
| 5Y | +52.0% | +121.3% | -69.3% | +9.7% |
| 10Y | +150.9% | +349.0% | -198.1% | +40.5% |
| All | +8,015.2% | +7,168.8% | +846.3% | +2,178.3% |
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