-69.3%
CPNG vs BHP
+86.3%
-155.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.1% | -3.6% | +2.5% | +0.2% |
| 30D | -7.4% | -1.2% | -6.2% | -7.1% |
| 3M | -12.3% | +1.2% | -13.5% | -13.2% |
| 6M | -19.4% | +21.4% | -40.9% | -25.9% |
| YTD | -35.9% | +50.4% | -86.3% | -45.8% |
| 1Y | -53.4% | +67.5% | -120.9% | -62.4% |
| 3Y | -20.0% | +72.8% | -92.8% | -37.4% |
| 5Y | -49.6% | +112.6% | -162.2% | -62.1% |
| All | -69.3% | +86.3% | -155.6% | -77.0% |
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