-3.1%
CMG vs BHP
+110.7%
-113.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -3.6% | +1.6% | -1.2% |
| 30D | +10.9% | -1.2% | +12.1% | +11.2% |
| 3M | +15.8% | +1.2% | +14.6% | +15.1% |
| 6M | +6.9% | +21.4% | -14.5% | +0.4% |
| YTD | -2.2% | +50.4% | -52.6% | -13.7% |
| 1Y | -7.1% | +67.5% | -74.6% | -20.6% |
| 3Y | -7.1% | +72.8% | -79.9% | -22.9% |
| All | -3.1% | +110.7% | -113.8% | -22.5% |
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