+48.9%
BHP vs CRL
+97.0%
-48.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | +2.5% | +8.9% | -6.4% | +1.3% |
| 30D | -5.2% | +14.0% | -19.2% | -7.3% |
| 3M | -8.7% | +19.8% | -28.6% | -11.5% |
| 6M | -6.9% | +102.0% | -108.9% | -16.2% |
| YTD | +39.0% | +70.8% | -31.9% | +23.8% |
| 1Y | +48.9% | +98.7% | -49.8% | +25.7% |
| All | +48.9% | +97.0% | -48.0% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling