-65.3%
CSGP vs BHP
+69.4%
-134.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.5% |
| 7D | -4.1% | -2.9% | -1.2% | -4.6% |
| 30D | +2.3% | +3.4% | -1.1% | +3.1% |
| 3M | -8.2% | +4.1% | -12.2% | -6.3% |
| 6M | -35.1% | +20.6% | -55.6% | -32.7% |
| YTD | -54.0% | +56.1% | -110.1% | -53.1% |
| 1Y | -65.3% | +69.6% | -134.9% | -64.7% |
| All | -65.3% | +69.4% | -134.7% | -64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling