+33.9%
CCL vs BHP
+119.2%
-85.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.4% |
| 7D | -1.2% | -0.5% | -0.7% | -0.9% |
| 30D | +13.1% | -4.5% | +17.7% | +16.2% |
| 3M | +3.4% | -6.9% | +10.3% | +7.2% |
| 6M | +18.7% | -10.6% | +29.3% | +25.2% |
| YTD | -2.3% | +37.2% | -39.5% | -20.5% |
| 1Y | +14.2% | +48.0% | -33.8% | -11.4% |
| 3Y | +133.6% | +52.6% | +81.0% | +70.9% |
| All | +33.9% | +119.2% | -85.3% | -34.4% |
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