+134.0%
CNC vs BHP
+65.8%
+68.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -1.3% |
| 7D | +3.5% | -5.0% | +8.5% | +3.9% |
| 30D | +0.1% | +1.2% | -1.1% | 0.0% |
| 3M | +6.9% | +1.8% | +5.1% | +6.9% |
| 6M | +49.0% | +18.0% | +31.0% | +47.4% |
| YTD | +62.9% | +52.7% | +10.2% | +50.6% |
| 1Y | +134.0% | +66.0% | +68.0% | +112.4% |
| All | +134.0% | +65.8% | +68.2% | +112.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling