+3,154.0%
CLS vs BHP
+496.8%
+2,657.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.7% |
| 7D | +10.9% | -3.6% | +14.6% | +13.3% |
| 30D | +2.1% | -1.2% | +3.3% | +2.4% |
| 3M | -10.2% | +1.2% | -11.4% | -10.9% |
| 6M | +30.4% | +21.4% | +9.0% | +18.1% |
| YTD | +17.2% | +50.4% | -33.2% | -5.7% |
| 1Y | +41.0% | +67.5% | -26.5% | +7.3% |
| 3Y | +1,338.0% | +72.8% | +1,265.1% | +956.2% |
| 5Y | +3,860.6% | +112.6% | +3,748.0% | +2,382.1% |
| All | +3,154.0% | +496.8% | +2,657.2% | +1,220.0% |
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