+604.8%
CRS vs BHP
+71.6%
+533.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -6.8% | -3.6% | -3.1% | -5.3% |
| 30D | -16.1% | -1.2% | -14.9% | -16.0% |
| 3M | -21.2% | +1.2% | -22.4% | -22.2% |
| 6M | +8.7% | +21.4% | -12.7% | -1.4% |
| YTD | +41.0% | +50.4% | -9.4% | +16.7% |
| 1Y | +82.7% | +67.5% | +15.2% | +43.8% |
| 3Y | +604.8% | +72.8% | +532.0% | +413.8% |
| All | +604.8% | +71.6% | +533.2% | +413.8% |
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