+1,812.7%
CNP vs BHP
+7,909.4%
-6,096.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | +1.1% | -2.9% | +4.0% | +1.7% |
| 30D | -1.8% | +3.4% | -5.2% | -2.6% |
| 3M | -4.6% | +4.1% | -8.7% | -6.0% |
| 6M | -8.8% | +20.6% | -29.4% | -13.4% |
| YTD | +5.2% | +56.1% | -50.8% | -5.7% |
| 1Y | +8.3% | +69.6% | -61.3% | -5.0% |
| 3Y | +54.9% | +78.8% | -23.9% | +32.4% |
| 5Y | +73.5% | +113.1% | -39.5% | +39.6% |
| 10Y | +139.1% | +505.9% | -366.8% | +51.0% |
| All | +1,812.7% | +7,909.4% | -6,096.7% | +783.7% |
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