+5,760.6%
CRM vs BHP
+1,459.7%
+4,300.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | -3.6% | -0.8% | -3.1% |
| 30D | +28.1% | -1.2% | +29.3% | +28.4% |
| 3M | +48.8% | +1.2% | +47.6% | +46.7% |
| 6M | +28.3% | +21.4% | +6.8% | +15.7% |
| YTD | -6.0% | +50.4% | -56.4% | -23.3% |
| 1Y | +1.4% | +67.5% | -66.1% | -21.2% |
| 3Y | +11.8% | +72.8% | -61.0% | -16.3% |
| 5Y | -2.0% | +112.6% | -114.6% | -35.4% |
| 10Y | +239.6% | +481.7% | -242.1% | +32.7% |
| All | +5,760.6% | +1,459.7% | +4,300.9% | +1,303.7% |
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