-24.1%
CLS vs BHP
+49.1%
-73.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +6.3% |
| 7D | +23.5% | +2.5% | +21.1% | +20.8% |
| 30D | -28.9% | -5.2% | -23.7% | -25.1% |
| 3M | -25.2% | -8.7% | -16.5% | -19.2% |
| 6M | -32.1% | -6.9% | -25.2% | -27.3% |
| YTD | -14.1% | +39.0% | -53.0% | -34.1% |
| 1Y | -24.1% | +48.9% | -73.0% | -43.2% |
| All | -24.1% | +49.1% | -73.2% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling