+7.6%
CL vs BHP
+76.4%
-68.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | -1.4% | +1.3% | -2.6% | -1.3% |
| 30D | -5.2% | +4.0% | -9.2% | -5.1% |
| 3M | +3.3% | +12.3% | -9.0% | +3.8% |
| 6M | -4.4% | +30.8% | -35.2% | -4.4% |
| YTD | +13.9% | +58.8% | -44.9% | +17.7% |
| 1Y | +7.6% | +76.8% | -69.2% | +13.0% |
| All | +7.6% | +76.4% | -68.7% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling