+9,834.6%
CRS vs BHP
+8,048.4%
+1,786.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.3% | -4.6% |
| 7D | -3.1% | +1.3% | -4.3% | -3.9% |
| 30D | -19.6% | +4.0% | -23.6% | -21.8% |
| 3M | -8.1% | +12.3% | -20.4% | -15.0% |
| 6M | +18.6% | +30.8% | -12.3% | 0.0% |
| YTD | +45.9% | +58.8% | -12.9% | +8.6% |
| 1Y | +82.5% | +76.8% | +5.6% | +26.4% |
| 3Y | +648.9% | +87.5% | +561.4% | +386.0% |
| 5Y | +1,438.1% | +123.9% | +1,314.2% | +772.7% |
| 10Y | +1,327.0% | +504.4% | +822.6% | +384.3% |
| All | +9,834.6% | +8,048.4% | +1,786.1% | +1,919.1% |
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