-63.1%
CSGP vs BHP
+119.2%
-182.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +3.1% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +2.8% | -4.5% | +7.4% | +3.5% |
| 3M | -6.3% | -6.9% | +0.6% | -5.5% |
| 6M | -3.2% | -10.6% | +7.4% | -2.0% |
| YTD | -54.0% | +37.2% | -91.2% | -59.0% |
| 1Y | -54.8% | +48.0% | -102.9% | -60.7% |
| 3Y | -60.6% | +52.6% | -113.1% | -66.8% |
| All | -63.1% | +119.2% | -182.3% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling