0.0%
CNC vs BHP
+71.6%
-71.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.9% | -3.6% | +2.7% | -0.8% |
| 30D | -1.0% | -1.2% | +0.2% | -1.0% |
| 3M | +4.5% | +1.2% | +3.3% | +4.4% |
| 6M | +85.2% | +21.4% | +63.8% | +83.4% |
| YTD | +61.4% | +50.4% | +11.0% | +58.3% |
| 1Y | +94.9% | +67.5% | +27.4% | +90.5% |
| 3Y | 0.0% | +72.8% | -72.8% | +0.8% |
| All | 0.0% | +71.6% | -71.6% | +0.8% |
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