+9.3%
CME vs BHP
+65.8%
-56.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.5% |
| 7D | -1.6% | -5.0% | +3.4% | -1.9% |
| 30D | +6.2% | +1.2% | +5.1% | +6.3% |
| 3M | +10.4% | +1.8% | +8.6% | +10.9% |
| 6M | -9.5% | +18.0% | -27.5% | -8.2% |
| YTD | +6.0% | +52.7% | -46.7% | +8.0% |
| 1Y | +9.3% | +66.0% | -56.7% | +11.5% |
| All | +9.3% | +65.8% | -56.5% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling