+316.1%
CCJ vs BHP
+123.9%
+192.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +4.2% | +0.9% | +3.3% | +3.6% |
| 30D | +3.2% | +4.0% | -0.8% | +0.6% |
| 3M | -1.8% | +11.3% | -13.1% | -8.6% |
| 6M | -13.5% | +29.3% | -42.9% | -26.3% |
| YTD | +9.7% | +59.2% | -49.5% | -16.8% |
| 1Y | +30.0% | +80.8% | -50.8% | -8.4% |
| 3Y | +172.6% | +88.0% | +84.6% | +82.3% |
| All | +316.1% | +123.9% | +192.2% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling