+180.9%
COR vs BHP
+126.1%
+54.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.9% | +0.9% | -4.8% | -3.9% |
| 30D | -0.3% | +4.0% | -4.4% | -0.4% |
| 3M | +15.9% | +11.3% | +4.6% | +15.6% |
| 6M | -10.3% | +29.3% | -39.6% | -11.4% |
| YTD | -3.7% | +59.2% | -62.9% | -6.3% |
| 1Y | +9.1% | +80.8% | -71.8% | +5.1% |
| 3Y | +86.6% | +88.0% | -1.4% | +77.1% |
| 5Y | +180.9% | +126.6% | +54.3% | +154.0% |
| All | +180.9% | +126.1% | +54.8% | +154.0% |
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