-17.6%
CCJ vs BHP
+46.1%
-63.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.2% |
| 30D | -13.2% | -4.5% | -8.7% | -9.2% |
| 3M | -27.6% | -6.9% | -20.8% | -22.6% |
| 6M | -38.7% | -10.6% | -28.1% | -31.9% |
| YTD | -22.7% | +37.2% | -59.9% | -41.3% |
| 1Y | -17.6% | +48.0% | -65.6% | -42.2% |
| All | -17.6% | +46.1% | -63.7% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling