+774.9%
CLS vs BHP
+61.4%
+713.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.7% | +4.1% | +5.0% |
| 7D | -10.6% | +3.5% | -14.0% | -12.9% |
| 30D | -38.4% | -4.5% | -34.0% | -36.1% |
| 3M | -29.9% | -6.4% | -23.5% | -26.4% |
| 6M | -40.6% | -0.1% | -40.6% | -40.0% |
| YTD | -24.6% | +43.0% | -67.6% | -39.9% |
| 1Y | -30.8% | +56.5% | -87.3% | -47.9% |
| All | +774.9% | +61.4% | +713.5% | +513.2% |
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 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