+3,394.9%
BHP vs CRL
+1,379.5%
+2,015.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | +3.4% | +10.7% | -7.3% | +0.3% |
| 3M | +4.1% | +55.3% | -51.2% | -9.1% |
| 6M | +20.6% | +60.7% | -40.1% | +3.2% |
| YTD | +56.1% | +44.6% | +11.4% | +36.8% |
| 1Y | +69.6% | +77.7% | -8.1% | +38.6% |
| 3Y | +78.8% | +37.6% | +41.2% | +49.0% |
| 5Y | +113.1% | -35.8% | +148.9% | +117.9% |
| 10Y | +505.9% | +241.7% | +264.1% | +249.8% |
| All | +3,394.9% | +1,379.5% | +2,015.4% | +1,359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling