+5,625.4%
COF vs BHP
+3,500.7%
+2,124.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -2.7% | +0.9% | -3.5% | -3.1% |
| 30D | -3.4% | +4.0% | -7.4% | -5.4% |
| 3M | +15.4% | +11.3% | +4.2% | +8.8% |
| 6M | +14.4% | +29.3% | -14.9% | -0.6% |
| YTD | -12.0% | +59.2% | -71.2% | -31.5% |
| 1Y | -3.7% | +80.8% | -84.6% | -29.8% |
| 3Y | +121.1% | +88.0% | +33.1% | +54.5% |
| 5Y | +47.8% | +126.6% | -78.8% | -9.6% |
| 10Y | +250.3% | +515.7% | -265.4% | +30.3% |
| All | +5,625.4% | +3,500.7% | +2,124.7% | +930.7% |
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