+477.8%
BHP vs CRL
+249.3%
+228.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -4.8% |
| 7D | -3.7% | -6.9% | +3.2% | -1.7% |
| 30D | -0.8% | -3.2% | +2.3% | +0.1% |
| 3M | +7.6% | +46.5% | -38.9% | -4.3% |
| 6M | +20.8% | +63.1% | -42.3% | +3.1% |
| YTD | +50.8% | +36.9% | +13.9% | +34.5% |
| 1Y | +70.9% | +78.1% | -7.2% | +39.4% |
| 3Y | +78.0% | +36.7% | +41.3% | +48.6% |
| 5Y | +113.1% | -38.1% | +151.2% | +133.8% |
| All | +477.8% | +249.3% | +228.4% | +179.3% |
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