+135.5%
CVE vs BHP
+330.6%
-195.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.8% |
| 7D | -10.0% | +3.8% | -13.8% | -12.7% |
| 30D | -11.9% | -6.5% | -5.4% | -8.2% |
| 3M | -5.9% | -8.5% | +2.6% | -1.3% |
| 6M | -1.6% | -2.2% | +0.6% | -4.6% |
| YTD | +66.3% | +40.0% | +26.3% | +16.4% |
| 1Y | +57.5% | +51.3% | +6.2% | +2.9% |
| 3Y | +65.4% | +56.5% | +8.9% | -0.7% |
| 5Y | +144.2% | +130.2% | +14.0% | -7.6% |
| 10Y | +135.5% | +336.5% | -201.0% | -41.4% |
| All | +135.5% | +330.6% | -195.1% | -41.4% |
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