+3,264.4%
CSGP vs BHP
+4,760.8%
-1,496.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.1% | -2.9% | -1.2% | -3.3% |
| 30D | +2.3% | +3.4% | -1.1% | +1.3% |
| 3M | -8.2% | +4.1% | -12.2% | -10.0% |
| 6M | -35.1% | +20.6% | -55.6% | -39.5% |
| YTD | -54.0% | +56.1% | -110.1% | -60.5% |
| 1Y | -65.3% | +69.6% | -134.9% | -71.0% |
| 3Y | -62.6% | +78.8% | -141.4% | -69.6% |
| 5Y | -64.8% | +113.1% | -177.9% | -73.5% |
| 10Y | +45.1% | +505.9% | -460.8% | -23.1% |
| All | +3,264.4% | +4,760.8% | -1,496.5% | +981.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling