+4,100.0%
CMG vs BHP
+616.8%
+3,483.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -1.5% | +1.3% | -2.7% | -1.8% |
| 30D | +12.7% | +4.0% | +8.7% | +11.4% |
| 3M | +26.3% | +12.3% | +14.0% | +21.4% |
| 6M | +4.5% | +30.8% | -26.3% | -4.9% |
| YTD | -0.1% | +58.8% | -58.9% | -14.8% |
| 1Y | -6.8% | +76.8% | -83.6% | -23.2% |
| 3Y | -5.0% | +87.5% | -92.5% | -24.4% |
| 5Y | -3.0% | +123.9% | -126.9% | -29.1% |
| 10Y | +323.6% | +504.4% | -180.8% | +114.4% |
| All | +4,100.0% | +616.8% | +3,483.2% | +1,331.0% |
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