+39.9%
CL vs BHP
+120.8%
-80.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.2% |
| 7D | +1.3% | +0.9% | +0.4% | +1.3% |
| 30D | +11.4% | -6.3% | +17.6% | +11.7% |
| 3M | +4.4% | -7.1% | +11.5% | +4.8% |
| 6M | +10.8% | -3.2% | +14.0% | +10.7% |
| YTD | +25.1% | +37.9% | -12.8% | +21.7% |
| 1Y | +28.0% | +49.7% | -21.7% | +23.6% |
| 3Y | +37.6% | +51.7% | -14.1% | +31.7% |
| All | +39.9% | +120.8% | -80.9% | +32.6% |
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