+75.1%
CME vs BHP
+124.0%
-48.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.1% |
| 7D | +2.5% | +2.4% | +0.1% | +2.3% |
| 30D | +13.9% | -5.4% | +19.3% | +14.4% |
| 3M | +22.4% | -6.9% | +29.2% | +22.9% |
| 6M | +12.9% | -4.3% | +17.2% | +12.9% |
| YTD | +19.6% | +41.6% | -22.0% | +13.8% |
| 1Y | +17.7% | +53.3% | -35.6% | +10.8% |
| 3Y | +65.3% | +58.4% | +7.0% | +53.2% |
| 5Y | +75.1% | +121.3% | -46.1% | +43.9% |
| All | +75.1% | +124.0% | -48.9% | +43.9% |
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