+37.4%
CMI vs BHP
+70.6%
-33.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -0.7% | -3.6% | +2.9% | +1.0% |
| 30D | -12.4% | -1.2% | -11.2% | -12.3% |
| 3M | -14.8% | +1.2% | -16.0% | -16.1% |
| 6M | +0.8% | +21.4% | -20.6% | -11.0% |
| YTD | +10.2% | +50.4% | -40.2% | -9.8% |
| 1Y | +37.4% | +67.5% | -30.1% | +11.0% |
| All | +37.4% | +70.6% | -33.2% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling