+132.3%
CMS vs BHP
+363.1%
-230.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | 0.0% |
| 7D | -0.9% | +3.5% | -4.4% | -1.4% |
| 30D | +7.1% | -4.5% | +11.5% | +7.6% |
| 3M | -1.3% | -6.4% | +5.1% | -0.6% |
| 6M | -2.7% | -0.1% | -2.6% | -3.2% |
| YTD | +2.6% | +43.0% | -40.4% | -3.6% |
| 1Y | -2.0% | +56.5% | -58.5% | -9.3% |
| 3Y | +39.6% | +62.0% | -22.4% | +27.1% |
| 5Y | +35.3% | +130.4% | -95.0% | +14.6% |
| 10Y | +132.3% | +349.1% | -216.7% | +73.6% |
| All | +132.3% | +363.1% | -230.8% | +73.6% |
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