+24.4%
CP vs BHP
+120.8%
-96.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | +2.8% | +0.9% | +1.9% | +2.5% |
| 30D | +10.2% | -6.3% | +16.5% | +12.2% |
| 3M | +2.4% | -7.1% | +9.5% | +4.3% |
| 6M | +7.7% | -3.2% | +10.9% | +7.4% |
| YTD | +26.0% | +37.9% | -11.9% | +10.7% |
| 1Y | +34.6% | +49.7% | -15.0% | +14.9% |
| 3Y | +26.7% | +51.7% | -25.0% | +5.4% |
| All | +24.4% | +120.8% | -96.4% | -10.7% |
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