+11.8%
CRM vs BHP
+71.6%
-59.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | -3.6% | -0.8% | -4.0% |
| 30D | +28.1% | -1.2% | +29.3% | +28.2% |
| 3M | +48.8% | +1.2% | +47.6% | +48.5% |
| 6M | +28.3% | +21.4% | +6.8% | +23.3% |
| YTD | -6.0% | +50.4% | -56.4% | -15.4% |
| 1Y | +1.4% | +67.5% | -66.1% | -11.8% |
| 3Y | +11.8% | +72.8% | -61.0% | -7.5% |
| All | +11.8% | +71.6% | -59.7% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling