+320.2%
CVE vs BHP
+115.8%
+204.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +2.5% | -2.9% | +5.4% | +3.9% |
| 30D | +16.7% | +3.4% | +13.4% | +14.5% |
| 3M | +9.3% | +4.1% | +5.2% | +6.0% |
| 6M | +43.6% | +20.6% | +23.0% | +26.6% |
| YTD | +93.6% | +56.1% | +37.5% | +46.5% |
| 1Y | +98.8% | +69.6% | +29.2% | +42.4% |
| 3Y | +73.6% | +78.8% | -5.2% | +16.2% |
| All | +320.2% | +115.8% | +204.3% | +154.0% |
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