+30.0%
CL vs BHP
+115.8%
-85.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -2.2% | -2.9% | +0.7% | -2.0% |
| 30D | -4.8% | +3.4% | -8.2% | -5.0% |
| 3M | +4.9% | +4.1% | +0.8% | +4.6% |
| 6M | -5.7% | +20.6% | -26.3% | -7.2% |
| YTD | +14.4% | +56.1% | -41.7% | +10.5% |
| 1Y | +8.7% | +69.6% | -60.9% | +4.3% |
| 3Y | +30.0% | +78.8% | -48.8% | +23.1% |
| All | +30.0% | +115.8% | -85.8% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling