+55.6%
CSGP vs BHP
+339.3%
-283.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -6.1% | +2.5% | -8.5% | -6.6% |
| 30D | +0.3% | -5.2% | +5.6% | +1.4% |
| 3M | -1.3% | -8.7% | +7.4% | +0.3% |
| 6M | -8.9% | -6.9% | -2.1% | -8.7% |
| YTD | -55.2% | +39.0% | -94.2% | -60.6% |
| 1Y | -56.4% | +48.9% | -105.3% | -62.4% |
| 3Y | -62.2% | +55.4% | -117.6% | -68.4% |
| 5Y | -63.7% | +119.2% | -182.9% | -73.3% |
| All | +55.6% | +339.3% | -283.7% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling