+3,388.4%
CSGP vs BHP
+4,124.3%
-735.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | +13.9% | -4.0% | +17.9% | +15.1% |
| 30D | +16.0% | -9.7% | +25.7% | +18.9% |
| 3M | +6.1% | -10.2% | +16.3% | +8.6% |
| 6M | -8.2% | +1.3% | -9.5% | -10.3% |
| YTD | -52.3% | +35.6% | -88.0% | -57.6% |
| 1Y | -54.5% | +47.5% | -102.0% | -60.6% |
| 3Y | -58.6% | +48.9% | -107.5% | -64.7% |
| 5Y | -61.5% | +118.4% | -179.9% | -71.3% |
| 10Y | +74.7% | +374.5% | -299.8% | -1.3% |
| All | +3,388.4% | +4,124.3% | -735.9% | +1,059.6% |
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