+7,738.0%
CP vs BHP
+7,168.9%
+569.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -0.7% | +2.4% | -3.1% | -1.6% |
| 30D | +9.6% | -5.4% | +15.0% | +11.7% |
| 3M | +2.2% | -6.9% | +9.1% | +4.5% |
| 6M | +11.1% | -4.3% | +15.4% | +11.3% |
| YTD | +28.2% | +41.6% | -13.5% | +9.8% |
| 1Y | +32.2% | +53.3% | -21.2% | +9.8% |
| 3Y | +35.5% | +58.4% | -22.8% | +9.0% |
| 5Y | +26.8% | +121.3% | -94.5% | -13.0% |
| 10Y | +256.9% | +349.0% | -92.1% | +78.8% |
| All | +7,738.0% | +7,168.9% | +569.1% | +1,708.1% |
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