-63.2%
CSGP vs BHP
+120.8%
-184.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.3% | -4.9% |
| 7D | +1.3% | +0.9% | +0.3% | +1.1% |
| 30D | +10.7% | -6.3% | +16.9% | +11.7% |
| 3M | +3.3% | -7.1% | +10.4% | +4.2% |
| 6M | -10.3% | -3.2% | -7.1% | -11.0% |
| YTD | -54.6% | +37.9% | -92.5% | -59.5% |
| 1Y | -54.6% | +49.7% | -104.3% | -60.6% |
| 3Y | -60.3% | +51.7% | -112.0% | -66.5% |
| All | -63.2% | +120.8% | -184.0% | -71.5% |
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