+67.5%
CVE vs BHP
+197.3%
-129.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +1.9% |
| 7D | +0.1% | +2.4% | -2.3% | -1.6% |
| 30D | -10.8% | -5.4% | -5.5% | -8.1% |
| 3M | -4.3% | -6.9% | +2.5% | -1.1% |
| 6M | -1.5% | -4.3% | +2.9% | -2.5% |
| YTD | +70.7% | +41.6% | +29.1% | +23.5% |
| 1Y | +58.1% | +53.3% | +4.8% | +7.5% |
| 3Y | +69.8% | +58.4% | +11.5% | +8.1% |
| 5Y | +148.9% | +121.3% | +27.7% | +16.9% |
| 10Y | +143.5% | +349.0% | -205.5% | -23.1% |
| All | +67.5% | +197.3% | -129.8% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling