+224.3%
CTVA vs BHP
+208.9%
+15.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.9% |
| 7D | -2.1% | +1.3% | -3.4% | -2.6% |
| 30D | +12.0% | +4.0% | +8.1% | +10.2% |
| 3M | +13.5% | +12.3% | +1.2% | +7.5% |
| 6M | +12.1% | +30.8% | -18.7% | -1.4% |
| YTD | +29.0% | +58.8% | -29.8% | +4.0% |
| 1Y | +18.9% | +76.8% | -58.0% | -9.1% |
| 3Y | +78.9% | +87.5% | -8.6% | +30.1% |
| 5Y | +105.2% | +123.9% | -18.6% | +30.3% |
| All | +224.3% | +208.9% | +15.3% | +40.1% |
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