+87.4%
COR vs BHP
+87.4%
0.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.7% |
| 7D | -1.9% | +1.3% | -3.2% | -1.8% |
| 30D | +1.5% | +4.0% | -2.5% | +2.0% |
| 3M | +18.7% | +12.3% | +6.4% | +20.4% |
| 6M | -9.0% | +30.8% | -39.9% | -6.8% |
| YTD | -3.3% | +58.8% | -62.1% | +0.1% |
| 1Y | +9.8% | +76.8% | -67.0% | +14.6% |
| 3Y | +87.4% | +87.5% | -0.1% | +96.6% |
| All | +87.4% | +87.4% | 0.0% | +96.6% |
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 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