+1,312.5%
CLS vs BHP
+87.4%
+1,225.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.4% |
| 7D | +12.8% | +1.3% | +11.5% | +11.7% |
| 30D | +3.8% | +4.0% | -0.1% | +0.4% |
| 3M | -14.6% | +12.3% | -26.9% | -21.9% |
| 6M | +32.2% | +30.8% | +1.4% | +10.5% |
| YTD | +11.6% | +58.8% | -47.1% | -18.0% |
| 1Y | +35.1% | +76.8% | -41.8% | -7.1% |
| 3Y | +1,312.5% | +87.5% | +1,225.1% | +762.4% |
| All | +1,312.5% | +87.4% | +1,225.2% | +762.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling