+76.3%
CL vs BHP
+363.1%
-286.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.0% |
| 7D | +0.5% | +3.5% | -3.0% | +0.1% |
| 30D | +11.6% | -4.5% | +16.1% | +12.1% |
| 3M | +5.6% | -6.4% | +12.0% | +6.3% |
| 6M | +13.2% | -0.1% | +13.2% | +12.5% |
| YTD | +26.9% | +43.0% | -16.1% | +19.8% |
| 1Y | +27.3% | +56.5% | -29.2% | +18.6% |
| 3Y | +39.7% | +62.0% | -22.3% | +27.9% |
| 5Y | +41.3% | +130.4% | -89.1% | +19.3% |
| 10Y | +76.3% | +349.1% | -272.8% | +30.4% |
| All | +76.3% | +363.1% | -286.8% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling