+1,034.4%
CCL vs BHP
+6,941.2%
-5,906.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | +13.1% | -4.5% | +17.7% | +15.3% |
| 3M | +3.4% | -6.9% | +10.3% | +6.2% |
| 6M | +18.7% | -10.6% | +29.3% | +23.5% |
| YTD | -2.3% | +37.2% | -39.5% | -14.7% |
| 1Y | +14.2% | +48.0% | -33.8% | -3.4% |
| 3Y | +133.6% | +52.6% | +81.0% | +92.5% |
| 5Y | +33.5% | +116.5% | -83.0% | -4.3% |
| 10Y | -32.8% | +334.9% | -367.7% | -61.2% |
| All | +1,034.4% | +6,941.2% | -5,906.8% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling