+77.2%
CME vs BHP
+121.9%
-44.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -2.9% | +1.3% | -4.1% | -3.0% |
| 30D | +5.5% | +4.0% | +1.6% | +5.1% |
| 3M | +11.0% | +12.3% | -1.3% | +9.7% |
| 6M | -9.7% | +30.8% | -40.5% | -12.5% |
| YTD | +4.9% | +58.8% | -53.9% | -0.9% |
| 1Y | +10.1% | +76.8% | -66.8% | +2.5% |
| 3Y | +53.5% | +87.5% | -33.9% | +39.9% |
| 5Y | +77.2% | +123.9% | -46.7% | +52.3% |
| All | +77.2% | +121.9% | -44.7% | +52.3% |
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