+105.2%
CTVA vs BHP
+112.0%
-6.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +1.2% |
| 7D | -4.7% | -3.7% | -0.9% | -3.7% |
| 30D | +11.1% | -0.8% | +11.9% | +11.2% |
| 3M | +13.7% | +7.6% | +6.1% | +10.6% |
| 6M | +11.2% | +20.8% | -9.6% | +3.6% |
| YTD | +26.9% | +50.8% | -23.9% | +9.7% |
| 1Y | +18.8% | +70.9% | -52.1% | -1.9% |
| 3Y | +75.9% | +78.0% | -2.1% | +41.0% |
| 5Y | +105.2% | +113.1% | -7.9% | +57.5% |
| All | +105.2% | +112.0% | -6.8% | +57.5% |
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