+84.9%
CL vs BHP
+330.6%
-245.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +2.6% | +3.8% | -1.2% | +2.1% |
| 30D | +11.8% | -6.5% | +18.2% | +12.6% |
| 3M | +5.9% | -8.5% | +14.4% | +6.9% |
| 6M | +13.3% | -2.2% | +15.5% | +13.0% |
| YTD | +27.1% | +40.0% | -12.9% | +20.2% |
| 1Y | +28.0% | +51.3% | -23.3% | +19.7% |
| 3Y | +39.4% | +56.5% | -17.2% | +28.2% |
| 5Y | +40.8% | +130.2% | -89.4% | +18.6% |
| 10Y | +84.9% | +336.5% | -251.6% | +36.9% |
| All | +84.9% | +330.6% | -245.8% | +36.9% |
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 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