+7,539.9%
CP vs BHP
+7,909.4%
-369.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | -2.7% | -2.9% | +0.2% | -1.6% |
| 30D | +0.2% | +3.4% | -3.2% | -1.2% |
| 3M | +2.6% | +4.1% | -1.5% | +0.1% |
| 6M | +6.0% | +20.6% | -14.6% | -2.7% |
| YTD | +24.9% | +56.1% | -31.1% | +3.6% |
| 1Y | +20.1% | +69.6% | -49.5% | -3.9% |
| 3Y | +16.4% | +78.8% | -62.4% | -10.4% |
| 5Y | +31.7% | +113.1% | -81.3% | -8.2% |
| 10Y | +223.9% | +505.9% | -282.0% | +45.2% |
| All | +7,539.9% | +7,909.4% | -369.4% | +1,605.4% |
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