+115.8%
CMS vs BHP
+509.4%
-393.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.2% |
| 7D | +1.2% | +1.3% | 0.0% | +1.0% |
| 30D | -3.2% | +4.0% | -7.1% | -3.7% |
| 3M | -2.2% | +12.3% | -14.5% | -4.0% |
| 6M | -9.4% | +30.8% | -40.3% | -13.4% |
| YTD | +0.7% | +58.8% | -58.1% | -6.7% |
| 1Y | +0.4% | +76.8% | -76.5% | -8.7% |
| 3Y | +35.2% | +87.5% | -52.3% | +20.7% |
| 5Y | +24.1% | +123.9% | -99.8% | +6.0% |
| 10Y | +115.8% | +504.4% | -388.6% | +48.1% |
| All | +115.8% | +509.4% | -393.6% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling