+228.1%
CP vs BHP
+531.8%
-303.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.3% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | -0.5% | +4.0% | -4.5% | -2.2% |
| 3M | +0.1% | +11.3% | -11.2% | -4.9% |
| 6M | +7.8% | +29.3% | -21.5% | -4.4% |
| YTD | +22.9% | +59.2% | -36.4% | -0.6% |
| 1Y | +21.3% | +80.8% | -59.5% | -7.3% |
| 3Y | +20.4% | +88.0% | -67.6% | -11.6% |
| 5Y | +34.9% | +126.6% | -91.7% | -12.8% |
| All | +228.1% | +531.8% | -303.7% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling