+165.0%
CMI vs BHP
+110.7%
+54.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -0.7% | -3.6% | +2.9% | +0.6% |
| 30D | -12.4% | -1.2% | -11.2% | -12.2% |
| 3M | -14.8% | +1.2% | -16.0% | -15.6% |
| 6M | +0.8% | +21.4% | -20.6% | -6.9% |
| YTD | +10.2% | +50.4% | -40.2% | -5.6% |
| 1Y | +37.4% | +67.5% | -30.1% | +13.3% |
| 3Y | +153.3% | +72.8% | +80.5% | +102.1% |
| All | +165.0% | +110.7% | +54.3% | +95.9% |
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