+86.2%
CL vs BHP
+339.3%
-253.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | -0.8% | +2.5% | -3.3% | -1.1% |
| 30D | +9.5% | -5.2% | +14.7% | +10.1% |
| 3M | +6.6% | -8.7% | +15.4% | +7.7% |
| 6M | +13.2% | -6.9% | +20.1% | +13.7% |
| YTD | +26.9% | +39.0% | -12.1% | +20.1% |
| 1Y | +27.6% | +48.9% | -21.3% | +19.6% |
| 3Y | +39.1% | +55.4% | -16.2% | +28.0% |
| 5Y | +41.3% | +119.2% | -77.9% | +20.1% |
| All | +86.2% | +339.3% | -253.1% | +37.9% |
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