-58.4%
CSGP vs BHP
+48.1%
-106.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | +13.9% | -4.0% | +17.9% | +14.1% |
| 30D | +16.0% | -9.7% | +25.7% | +16.8% |
| 3M | +6.1% | -10.2% | +16.3% | +6.8% |
| 6M | -8.2% | +1.3% | -9.5% | -9.8% |
| YTD | -52.3% | +35.6% | -88.0% | -57.4% |
| 1Y | -54.5% | +47.5% | -102.0% | -60.4% |
| All | -58.4% | +48.1% | -106.5% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling