+115.6%
CRBG vs BHP
+103.8%
+11.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +0.6% | -3.6% | +4.2% | +1.7% |
| 30D | +2.6% | -1.2% | +3.8% | +2.7% |
| 3M | +24.0% | +1.2% | +22.8% | +22.7% |
| 6M | +50.5% | +21.4% | +29.1% | +38.5% |
| YTD | +17.1% | +50.4% | -33.3% | -1.1% |
| 1Y | +5.9% | +67.5% | -61.6% | -14.5% |
| 3Y | +122.7% | +72.8% | +49.9% | +70.7% |
| All | +115.6% | +103.8% | +11.8% | +55.9% |
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