+4,369.3%
CNC vs BHP
+3,398.8%
+970.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -4.9% | +0.9% | -5.8% | -5.1% |
| 30D | -3.8% | +4.0% | -7.8% | -4.8% |
| 3M | -3.2% | +11.3% | -14.5% | -6.3% |
| 6M | +47.9% | +29.3% | +18.6% | +36.8% |
| YTD | +55.7% | +59.2% | -3.5% | +36.0% |
| 1Y | +106.2% | +80.8% | +25.4% | +74.1% |
| 3Y | -2.1% | +88.0% | -90.1% | -20.3% |
| 5Y | +3.4% | +126.6% | -123.3% | -22.7% |
| 10Y | +91.7% | +515.7% | -424.1% | +4.8% |
| All | +4,369.3% | +3,398.8% | +970.5% | +1,235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling