+337.7%
BHP vs CRL
+354.1%
-16.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | +2.5% | +8.9% | -6.4% | 0.0% |
| 30D | -5.2% | +14.0% | -19.2% | -9.3% |
| 3M | -8.7% | +19.8% | -28.6% | -14.0% |
| 6M | -6.9% | +102.0% | -108.9% | -25.3% |
| YTD | +39.0% | +70.8% | -31.9% | +15.6% |
| 1Y | +48.9% | +98.7% | -49.8% | +18.1% |
| 3Y | +55.4% | +98.2% | -42.8% | +14.7% |
| 5Y | +119.2% | -11.7% | +130.9% | +113.0% |
| All | +337.7% | +354.1% | -16.3% | +103.5% |
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