+1,056.5%
CCJ vs BHP
+496.8%
+559.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.6% |
| 7D | -4.0% | -3.6% | -0.4% | -1.9% |
| 30D | -2.4% | -1.2% | -1.2% | -1.7% |
| 3M | -2.3% | +1.2% | -3.5% | -3.3% |
| 6M | -16.2% | +21.4% | -37.6% | -25.1% |
| YTD | +5.7% | +50.4% | -44.7% | -16.2% |
| 1Y | +21.3% | +67.5% | -46.3% | -9.5% |
| 3Y | +159.4% | +72.8% | +86.6% | +85.7% |
| 5Y | +300.7% | +112.6% | +188.1% | +147.8% |
| All | +1,056.5% | +496.8% | +559.6% | +310.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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