+2,277.8%
CLS vs BHP
+4,436.6%
-2,158.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.7% | +4.1% | +6.0% |
| 7D | -10.6% | +3.5% | -14.0% | -12.1% |
| 30D | -38.4% | -4.5% | -34.0% | -36.8% |
| 3M | -29.9% | -6.4% | -23.5% | -27.5% |
| 6M | -40.6% | -0.1% | -40.6% | -40.0% |
| YTD | -24.6% | +43.0% | -67.6% | -35.8% |
| 1Y | -30.8% | +56.5% | -87.3% | -43.6% |
| 3Y | +811.7% | +62.0% | +749.7% | +624.5% |
| 5Y | +1,838.4% | +130.4% | +1,708.1% | +1,158.1% |
| 10Y | +1,751.5% | +349.1% | +1,402.4% | +749.8% |
| All | +2,277.8% | +4,436.6% | -2,158.8% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling