-62.5%
CSGP vs BHP
+127.1%
-189.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.5% | +1.7% |
| 7D | -1.8% | +3.5% | -5.3% | -2.4% |
| 30D | +5.3% | -4.5% | +9.8% | +6.0% |
| 3M | +3.3% | -6.4% | +9.7% | +4.2% |
| 6M | -4.7% | -0.1% | -4.6% | -5.8% |
| YTD | -53.5% | +43.0% | -96.6% | -58.9% |
| 1Y | -53.7% | +56.5% | -110.3% | -60.2% |
| 3Y | -59.7% | +62.0% | -121.8% | -66.4% |
| 5Y | -62.5% | +130.4% | -192.8% | -71.4% |
| All | -62.5% | +127.1% | -189.5% | -71.4% |
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