+36.9%
CMS vs BHP
+50.5%
-13.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.2% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +6.3% | -6.3% | +12.6% | +6.6% |
| 3M | -2.1% | -7.1% | +5.1% | -1.8% |
| 6M | -5.1% | -3.2% | -1.9% | -5.2% |
| YTD | +1.3% | +37.9% | -36.6% | -2.5% |
| 1Y | -1.4% | +49.7% | -51.1% | -5.9% |
| 3Y | +36.9% | +51.7% | -14.8% | +26.0% |
| All | +36.9% | +50.5% | -13.6% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling