+2,029.3%
CLS vs BHP
+339.3%
+1,690.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.7% |
| 7D | +23.5% | +2.5% | +21.1% | +21.8% |
| 30D | -28.9% | -5.2% | -23.7% | -26.4% |
| 3M | -25.2% | -8.7% | -16.5% | -21.1% |
| 6M | -32.1% | -6.9% | -25.2% | -28.6% |
| YTD | -14.1% | +39.0% | -53.0% | -27.5% |
| 1Y | -24.1% | +48.9% | -73.0% | -38.3% |
| 3Y | +897.0% | +55.4% | +841.6% | +678.9% |
| 5Y | +2,089.9% | +119.2% | +1,970.7% | +1,251.4% |
| All | +2,029.3% | +339.3% | +1,690.0% | +868.5% |
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