+254.6%
BHP vs CLBK
+65.5%
+189.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -1.5% | -2.2% | -3.1% |
| 30D | -1.2% | -1.0% | -0.2% | -0.9% |
| 3M | +1.2% | +22.9% | -21.7% | -6.4% |
| 6M | +21.4% | +44.2% | -22.8% | +5.9% |
| YTD | +50.4% | +64.0% | -13.6% | +24.7% |
| 1Y | +67.5% | +65.7% | +1.8% | +37.6% |
| 3Y | +72.8% | +54.1% | +18.8% | +40.0% |
| 5Y | +112.6% | +44.7% | +67.9% | +60.5% |
| All | +254.6% | +65.5% | +189.2% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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