+19,269.7%
CMI vs BHP
+8,071.5%
+11,198.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.7% | +0.9% | -0.2% | +0.3% |
| 30D | -12.3% | +4.0% | -16.3% | -14.2% |
| 3M | -16.8% | +11.3% | -28.0% | -21.5% |
| 6M | +1.5% | +29.3% | -27.8% | -11.1% |
| YTD | +9.8% | +59.2% | -49.4% | -13.2% |
| 1Y | +42.6% | +80.8% | -38.3% | +5.6% |
| 3Y | +151.0% | +88.0% | +63.0% | +78.0% |
| 5Y | +167.0% | +126.6% | +40.4% | +64.1% |
| 10Y | +512.2% | +515.7% | -3.6% | +112.3% |
| All | +19,269.7% | +8,071.5% | +11,198.3% | +3,286.5% |
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 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