+303.4%
CME vs BHP
+333.8%
-30.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.1% |
| 7D | +3.9% | -0.5% | +4.4% | +4.0% |
| 30D | +11.3% | -4.5% | +15.9% | +12.2% |
| 3M | +19.6% | -6.9% | +26.4% | +20.9% |
| 6M | +8.1% | -10.6% | +18.6% | +9.6% |
| YTD | +20.4% | +37.2% | -16.8% | +8.8% |
| 1Y | +16.5% | +48.0% | -31.5% | +3.1% |
| 3Y | +66.4% | +52.6% | +13.9% | +42.8% |
| 5Y | +74.5% | +116.5% | -42.0% | +28.3% |
| All | +303.4% | +333.8% | -30.4% | +125.1% |
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