+23.6%
CMS vs BHP
+126.1%
-102.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | -1.3% | +4.0% | -5.3% | -1.7% |
| 3M | -5.4% | +11.3% | -16.6% | -6.5% |
| 6M | -10.3% | +29.3% | -39.7% | -13.1% |
| YTD | -0.2% | +59.2% | -59.4% | -5.9% |
| 1Y | -0.9% | +80.8% | -81.7% | -8.1% |
| 3Y | +34.0% | +88.0% | -54.0% | +22.5% |
| 5Y | +23.6% | +126.6% | -103.1% | +13.1% |
| All | +23.6% | +126.1% | -102.5% | +13.1% |
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 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