-6.3%
CLF vs BHP
-7.4%
+1.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | -19.6% | +0.9% | -20.5% | -19.7% |
| 30D | -5.0% | -6.3% | +1.3% | -1.6% |
| 3M | -6.3% | -7.1% | +0.8% | -2.7% |
| All | -6.3% | -7.4% | +1.1% | -2.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling