+17,451.9%
COR vs BHP
+3,763.0%
+13,688.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +2.8% | -2.9% | +5.7% | +3.3% |
| 30D | +4.5% | +3.4% | +1.2% | +3.9% |
| 3M | +22.7% | +4.1% | +18.6% | +21.3% |
| 6M | -9.7% | +20.6% | -30.3% | -13.4% |
| YTD | -1.4% | +56.1% | -57.5% | -9.7% |
| 1Y | +13.9% | +69.6% | -55.7% | +2.7% |
| 3Y | +94.0% | +78.8% | +15.2% | +70.5% |
| 5Y | +184.0% | +113.1% | +71.0% | +137.4% |
| 10Y | +406.8% | +505.9% | -99.1% | +246.1% |
| All | +17,451.9% | +3,763.0% | +13,688.8% | +9,045.0% |
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 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