+53.4%
CL vs BHP
+509.4%
-456.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -1.4% | +1.3% | -2.6% | -1.5% |
| 30D | -5.2% | +4.0% | -9.2% | -5.7% |
| 3M | +3.3% | +12.3% | -9.0% | +1.5% |
| 6M | -4.4% | +30.8% | -35.2% | -8.2% |
| YTD | +13.9% | +58.8% | -44.9% | +6.2% |
| 1Y | +7.6% | +76.8% | -69.2% | -1.4% |
| 3Y | +29.6% | +87.5% | -57.9% | +16.3% |
| 5Y | +28.1% | +123.9% | -95.8% | +9.3% |
| 10Y | +53.4% | +504.4% | -451.0% | +4.8% |
| All | +53.4% | +509.4% | -456.1% | +4.8% |
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