+272.2%
CME vs BHP
+498.2%
-226.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +1.0% |
| 7D | -2.4% | -3.7% | +1.4% | -1.6% |
| 30D | +6.2% | -0.8% | +7.0% | +6.2% |
| 3M | +4.4% | +7.6% | -3.2% | +2.1% |
| 6M | -9.6% | +20.8% | -30.4% | -14.7% |
| YTD | +3.8% | +50.8% | -47.0% | -7.8% |
| 1Y | +9.5% | +70.9% | -61.4% | -6.2% |
| 3Y | +51.9% | +78.0% | -26.1% | +25.5% |
| 5Y | +78.7% | +113.1% | -34.4% | +33.9% |
| All | +272.2% | +498.2% | -226.0% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling