+130.1%
CVE vs BHP
+363.1%
-233.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -2.2% |
| 7D | -10.1% | +3.5% | -13.6% | -12.6% |
| 30D | -12.1% | -4.5% | -7.6% | -9.8% |
| 3M | -1.9% | -6.4% | +4.5% | +1.3% |
| 6M | -1.8% | -0.1% | -1.8% | -6.3% |
| YTD | +65.8% | +43.0% | +22.8% | +14.3% |
| 1Y | +60.8% | +56.5% | +4.3% | +2.4% |
| 3Y | +70.1% | +62.0% | +8.1% | -0.6% |
| 5Y | +134.8% | +130.4% | +4.4% | -10.6% |
| 10Y | +130.1% | +349.1% | -219.0% | -43.6% |
| All | +130.1% | +363.1% | -233.0% | -43.6% |
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 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