+216.7%
CTVA vs BHP
+192.7%
+24.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.5% | -3.6% | -0.9% | -3.2% |
| 30D | +11.3% | -1.2% | +12.5% | +11.6% |
| 3M | +12.3% | +1.2% | +11.1% | +11.0% |
| 6M | +7.2% | +21.4% | -14.2% | -2.9% |
| YTD | +26.0% | +50.4% | -24.4% | +3.7% |
| 1Y | +16.0% | +67.5% | -51.5% | -9.4% |
| 3Y | +73.9% | +72.8% | +1.1% | +30.8% |
| 5Y | +103.8% | +112.6% | -8.8% | +31.9% |
| All | +216.7% | +192.7% | +24.0% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling