+49.2%
CNP vs BHP
+72.0%
-22.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -1.3% |
| 7D | -2.2% | -3.7% | +1.6% | -1.9% |
| 30D | -2.1% | -0.8% | -1.2% | -2.1% |
| 3M | -7.9% | +7.6% | -15.5% | -8.6% |
| 6M | -8.3% | +20.8% | -29.1% | -10.4% |
| YTD | +3.8% | +50.8% | -47.0% | -1.7% |
| 1Y | +5.9% | +70.9% | -65.0% | -1.6% |
| All | +49.2% | +72.0% | -22.8% | +34.3% |
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