-0.9%
CCL vs BHP
+126.1%
-127.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.3% |
| 7D | -4.4% | +0.9% | -5.3% | -4.9% |
| 30D | -18.2% | +4.0% | -22.2% | -20.2% |
| 3M | -17.7% | +11.3% | -29.0% | -23.0% |
| 6M | -13.0% | +29.3% | -42.3% | -25.5% |
| YTD | -24.5% | +59.2% | -83.7% | -42.9% |
| 1Y | -26.9% | +80.8% | -107.8% | -48.8% |
| 3Y | +50.8% | +88.0% | -37.2% | -0.5% |
| 5Y | -0.9% | +126.6% | -127.6% | -43.9% |
| All | -0.9% | +126.1% | -127.0% | -43.9% |
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 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