+126.6%
BHP vs CRL
-37.6%
+164.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +0.9% | -4.6% | +5.5% | +1.8% |
| 30D | +4.0% | +0.5% | +3.5% | +3.9% |
| 3M | +11.3% | +46.6% | -35.4% | +2.8% |
| 6M | +29.3% | +57.3% | -27.9% | +17.0% |
| YTD | +59.2% | +39.5% | +19.7% | +46.9% |
| 1Y | +80.8% | +76.9% | +4.0% | +57.9% |
| 3Y | +88.0% | +39.4% | +48.6% | +66.8% |
| 5Y | +126.6% | -37.2% | +163.8% | +117.2% |
| All | +126.6% | -37.6% | +164.3% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling