+3,682.3%
CLS vs BHP
+126.1%
+3,556.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +20.1% | +0.9% | +19.2% | +19.5% |
| 30D | +6.0% | +4.0% | +2.0% | +3.3% |
| 3M | -10.3% | +11.3% | -21.5% | -15.7% |
| 6M | +24.5% | +29.3% | -4.8% | +9.0% |
| YTD | +12.9% | +59.2% | -46.4% | -11.3% |
| 1Y | +36.7% | +80.8% | -44.2% | +1.0% |
| 3Y | +1,328.1% | +88.0% | +1,240.1% | +913.2% |
| 5Y | +3,682.3% | +126.6% | +3,555.7% | +2,399.5% |
| All | +3,682.3% | +126.1% | +3,556.2% | +2,399.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling