+268.0%
BHP vs CLBK
+67.9%
+200.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | +1.2% | -4.1% | -3.3% |
| 30D | +3.4% | +9.1% | -5.8% | +0.1% |
| 3M | +4.1% | +27.7% | -23.6% | -5.0% |
| 6M | +20.6% | +40.8% | -20.2% | +6.2% |
| YTD | +56.1% | +66.4% | -10.3% | +28.7% |
| 1Y | +69.6% | +72.4% | -2.8% | +37.4% |
| 3Y | +78.8% | +50.7% | +28.1% | +46.4% |
| 5Y | +113.1% | +42.9% | +70.1% | +63.1% |
| All | +268.0% | +67.9% | +200.1% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling