+43.1%
COF vs BHP
+110.7%
-67.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -5.1% | -3.6% | -1.5% | -4.0% |
| 30D | -6.0% | -1.2% | -4.8% | -5.8% |
| 3M | +14.8% | +1.2% | +13.6% | +13.7% |
| 6M | +15.3% | +21.4% | -6.1% | +5.9% |
| YTD | -13.0% | +50.4% | -63.5% | -27.1% |
| 1Y | -5.7% | +67.5% | -73.2% | -24.4% |
| 3Y | +118.1% | +72.8% | +45.3% | +68.0% |
| All | +43.1% | +110.7% | -67.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling