+206,635.6%
CSCO vs BHP
+6,942.8%
+199,692.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.9% |
| 7D | +6.6% | +2.5% | +4.1% | +5.7% |
| 30D | -11.3% | -5.2% | -6.1% | -9.8% |
| 3M | -17.3% | -8.7% | -8.6% | -14.9% |
| 6M | +3.5% | -6.9% | +10.4% | +5.3% |
| YTD | +34.9% | +39.0% | -4.1% | +19.3% |
| 1Y | +40.5% | +48.9% | -8.5% | +21.3% |
| 3Y | +109.3% | +55.4% | +53.9% | +74.4% |
| 5Y | +105.9% | +119.2% | -13.4% | +47.2% |
| 10Y | +335.8% | +340.5% | -4.7% | +134.1% |
| All | +206,635.6% | +6,942.8% | +199,692.8% | +42,073.3% |
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