+7,463.6%
CI vs BHP
+7,909.4%
-445.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.3% | -2.9% | +4.2% | +2.2% |
| 30D | +4.4% | +3.4% | +1.1% | +3.3% |
| 3M | +0.7% | +4.1% | -3.4% | -1.2% |
| 6M | +0.3% | +20.6% | -20.2% | -6.3% |
| YTD | +3.8% | +56.1% | -52.2% | -10.6% |
| 1Y | -5.5% | +69.6% | -75.1% | -20.9% |
| 3Y | +8.1% | +78.8% | -70.7% | -13.2% |
| 5Y | +42.8% | +113.1% | -70.2% | +4.8% |
| 10Y | +143.9% | +505.9% | -362.0% | +25.4% |
| All | +7,463.6% | +7,909.4% | -445.8% | +1,974.0% |
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 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