+696.9%
CLF vs BHP
+7,909.4%
-7,212.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.1% |
| 7D | +7.6% | -2.9% | +10.5% | +10.3% |
| 30D | -1.2% | +3.4% | -4.6% | -4.3% |
| 3M | -13.4% | +4.1% | -17.4% | -16.7% |
| 6M | +15.4% | +20.6% | -5.2% | -1.8% |
| YTD | -5.9% | +56.1% | -61.9% | -36.1% |
| 1Y | +18.8% | +69.6% | -50.8% | -24.2% |
| 3Y | -19.4% | +78.8% | -98.2% | -50.8% |
| 5Y | -47.7% | +113.1% | -160.8% | -72.3% |
| 10Y | +130.4% | +505.9% | -375.5% | -42.5% |
| All | +696.9% | +7,909.4% | -7,212.5% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling