+130.0%
CVX vs BHP
+119.2%
+10.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | -1.0% | -4.5% | +3.6% | 0.0% |
| 3M | +12.2% | -6.9% | +19.1% | +13.6% |
| 6M | +20.3% | -10.6% | +30.9% | +22.4% |
| YTD | +48.3% | +37.2% | +11.1% | +29.4% |
| 1Y | +46.9% | +48.0% | -1.1% | +24.6% |
| 3Y | +73.1% | +52.6% | +20.6% | +41.6% |
| All | +130.0% | +119.2% | +10.8% | +58.2% |
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