+18,429.3%
COR vs BHP
+3,339.7%
+15,089.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.2% |
| 7D | +2.9% | +2.5% | +0.4% | +2.4% |
| 30D | +5.8% | -5.2% | +11.1% | +6.7% |
| 3M | +11.4% | -8.7% | +20.1% | +12.8% |
| 6M | +34.5% | -6.9% | +41.3% | +35.0% |
| YTD | +4.1% | +39.0% | -34.9% | -3.0% |
| 1Y | -3.1% | +48.9% | -52.1% | -10.8% |
| 3Y | +80.9% | +55.4% | +25.5% | +62.7% |
| 5Y | +195.1% | +119.2% | +75.9% | +144.8% |
| 10Y | +492.7% | +340.5% | +152.2% | +325.6% |
| All | +18,429.3% | +3,339.7% | +15,089.6% | +9,721.3% |
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