-5.1%
COF vs BHP
+53.4%
-58.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.7% |
| 7D | +0.7% | -2.5% | +3.2% | +1.2% |
| 30D | +5.7% | -7.7% | +13.4% | +7.4% |
| 3M | -6.7% | -6.4% | -0.3% | -5.7% |
| 6M | +9.5% | +5.2% | +4.3% | +6.4% |
| YTD | -13.9% | +38.3% | -52.2% | -23.7% |
| 1Y | -5.1% | +53.4% | -58.4% | -22.6% |
| All | -5.1% | +53.4% | -58.5% | -22.6% |
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