+133.6%
CCL vs BHP
+53.3%
+80.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | -1.2% | -0.5% | -0.7% | -0.9% |
| 30D | +13.1% | -4.5% | +17.7% | +15.8% |
| 3M | +3.4% | -6.9% | +10.3% | +6.8% |
| 6M | +18.7% | -10.6% | +29.3% | +24.4% |
| YTD | -2.3% | +37.2% | -39.5% | -17.9% |
| 1Y | +14.2% | +48.0% | -33.8% | -7.7% |
| 3Y | +133.6% | +52.6% | +81.0% | +76.3% |
| All | +133.6% | +53.3% | +80.2% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling