+73.2%
CVE vs BHP
+53.4%
+19.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.6% | -10.2% | -7.6% |
| 7D | -12.1% | -2.5% | -9.5% | -12.0% |
| 30D | -9.8% | -7.7% | -2.1% | -9.6% |
| 3M | -0.7% | -6.4% | +5.7% | -0.7% |
| 6M | -4.3% | +5.2% | -9.5% | -4.7% |
| YTD | +70.6% | +38.3% | +32.3% | +58.7% |
| 1Y | +73.2% | +53.4% | +19.8% | +61.5% |
| All | +73.2% | +53.4% | +19.7% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling