+135.5%
CVE vs BHP
+120.8%
+14.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.3% |
| 7D | -16.1% | +0.9% | -17.1% | -16.6% |
| 30D | -10.4% | -6.3% | -4.1% | -8.1% |
| 3M | -2.4% | -7.1% | +4.8% | 0.0% |
| 6M | -4.4% | -3.2% | -1.2% | -5.5% |
| YTD | +64.9% | +37.9% | +27.1% | +31.7% |
| 1Y | +66.0% | +49.7% | +16.3% | +26.1% |
| 3Y | +57.7% | +51.7% | +6.0% | +14.8% |
| All | +135.5% | +120.8% | +14.8% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling