+332.2%
BHP vs CRL
+350.3%
-18.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -4.5% | +11.9% | -16.4% | -8.1% |
| 3M | -6.9% | +20.2% | -27.0% | -12.3% |
| 6M | -10.6% | +107.5% | -118.1% | -28.8% |
| YTD | +37.2% | +69.4% | -32.2% | +14.4% |
| 1Y | +48.0% | +99.7% | -51.7% | +17.2% |
| 3Y | +52.6% | +98.8% | -46.2% | +12.4% |
| 5Y | +116.5% | -12.4% | +128.9% | +110.8% |
| All | +332.2% | +350.3% | -18.1% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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