+40.7%
CL vs BHP
+53.3%
-12.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.8% |
| 7D | +3.2% | -0.5% | +3.7% | +3.2% |
| 30D | +8.0% | -4.5% | +12.6% | +8.1% |
| 3M | +7.9% | -6.9% | +14.7% | +8.0% |
| 6M | +14.7% | -10.6% | +25.3% | +15.2% |
| YTD | +29.2% | +37.2% | -8.0% | +26.7% |
| 1Y | +29.5% | +48.0% | -18.5% | +26.5% |
| 3Y | +40.7% | +52.6% | -11.9% | +34.5% |
| All | +40.7% | +53.3% | -12.7% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling