+18,393.8%
COR vs BHP
+3,365.7%
+15,028.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | +2.4% | +3.8% | -1.4% | +1.8% |
| 30D | +7.7% | -6.5% | +14.2% | +8.8% |
| 3M | +7.5% | -8.5% | +16.0% | +8.8% |
| 6M | +34.1% | -2.2% | +36.3% | +33.6% |
| YTD | +3.9% | +40.0% | -36.1% | -3.3% |
| 1Y | -3.6% | +51.3% | -55.0% | -11.5% |
| 3Y | +80.5% | +56.5% | +24.0% | +62.2% |
| 5Y | +194.9% | +130.2% | +64.7% | +142.4% |
| 10Y | +486.6% | +336.5% | +150.1% | +321.8% |
| All | +18,393.8% | +3,365.7% | +15,028.0% | +9,690.9% |
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