+807.8%
CCL vs BHP
+7,909.4%
-7,101.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | -5.0% | -2.9% | -2.2% | -3.9% |
| 30D | -20.3% | +3.4% | -23.7% | -21.6% |
| 3M | -15.1% | +4.1% | -19.2% | -16.9% |
| 6M | -15.1% | +20.6% | -35.7% | -21.5% |
| YTD | -21.8% | +56.1% | -77.8% | -35.2% |
| 1Y | -24.8% | +69.6% | -94.4% | -39.8% |
| 3Y | +51.9% | +78.8% | -26.9% | +17.5% |
| 5Y | +4.0% | +113.1% | -109.0% | -25.4% |
| 10Y | -42.2% | +505.9% | -548.1% | -70.4% |
| All | +807.8% | +7,909.4% | -7,101.6% | +117.1% |
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