+1,401.6%
CRS vs BHP
+112.0%
+1,289.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | +0.6% |
| 7D | -4.1% | -3.7% | -0.4% | -2.3% |
| 30D | -16.6% | -0.8% | -15.7% | -16.6% |
| 3M | -14.3% | +7.6% | -21.9% | -18.3% |
| 6M | +11.6% | +20.8% | -9.2% | -0.2% |
| YTD | +42.6% | +50.8% | -8.2% | +12.7% |
| 1Y | +81.8% | +70.9% | +10.9% | +33.4% |
| 3Y | +632.1% | +78.0% | +554.1% | +404.2% |
| 5Y | +1,401.6% | +113.1% | +1,288.6% | +828.5% |
| All | +1,401.6% | +112.0% | +1,289.7% | +828.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling