+1,914.6%
CLS vs BHP
+333.8%
+1,580.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.6% |
| 7D | +16.3% | -0.5% | +16.8% | +16.7% |
| 30D | -25.7% | -4.5% | -21.1% | -23.4% |
| 3M | -30.9% | -6.9% | -24.0% | -27.8% |
| 6M | -35.5% | -10.6% | -24.9% | -30.5% |
| YTD | -18.7% | +37.2% | -55.9% | -30.9% |
| 1Y | -17.9% | +48.0% | -65.9% | -33.0% |
| 3Y | +838.1% | +52.6% | +785.5% | +640.8% |
| 5Y | +1,971.9% | +116.5% | +1,855.4% | +1,188.6% |
| All | +1,914.6% | +333.8% | +1,580.8% | +823.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling