+31.5%
CP vs BHP
+121.9%
-90.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | +2.4% | +1.3% | +1.2% | +2.0% |
| 30D | -0.5% | +4.0% | -4.5% | -1.8% |
| 3M | +1.4% | +12.3% | -10.9% | -2.8% |
| 6M | +10.3% | +30.8% | -20.5% | -0.2% |
| YTD | +24.3% | +58.8% | -34.5% | +5.0% |
| 1Y | +20.4% | +76.8% | -56.4% | -2.2% |
| 3Y | +21.8% | +87.5% | -65.7% | -4.9% |
| 5Y | +31.5% | +123.9% | -92.4% | -4.7% |
| All | +31.5% | +121.9% | -90.4% | -4.7% |
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