+1,876.2%
CLS vs BHP
+132.1%
+1,744.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.7% | +4.1% | +5.6% |
| 7D | -10.6% | +3.5% | -14.0% | -12.4% |
| 30D | -38.4% | -4.5% | -34.0% | -36.5% |
| 3M | -29.9% | -6.4% | -23.5% | -27.1% |
| 6M | -40.6% | -0.1% | -40.6% | -40.0% |
| YTD | -24.6% | +43.0% | -67.6% | -36.8% |
| 1Y | -30.8% | +56.5% | -87.3% | -44.5% |
| 3Y | +811.7% | +62.0% | +749.7% | +601.2% |
| All | +1,876.2% | +132.1% | +1,744.1% | +1,167.3% |
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