+165.9%
CVE vs BHP
+496.0%
-330.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | +2.5% | -2.9% | +5.4% | +4.7% |
| 30D | +16.7% | +3.4% | +13.4% | +13.2% |
| 3M | +9.3% | +4.1% | +5.2% | +3.5% |
| 6M | +43.6% | +20.6% | +23.0% | +17.3% |
| YTD | +93.6% | +56.1% | +37.5% | +26.9% |
| 1Y | +98.8% | +69.6% | +29.2% | +20.2% |
| 3Y | +73.6% | +78.8% | -5.2% | -5.0% |
| 5Y | +312.5% | +113.1% | +199.4% | +77.5% |
| All | +165.9% | +496.0% | -330.1% | -46.7% |
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