+7,663.3%
CME vs BHP
+2,194.6%
+5,468.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.8% |
| 7D | +2.5% | +2.4% | +0.1% | +1.6% |
| 30D | +13.9% | -5.4% | +19.3% | +15.7% |
| 3M | +22.4% | -6.9% | +29.2% | +24.4% |
| 6M | +12.9% | -4.3% | +17.2% | +12.5% |
| YTD | +19.6% | +41.6% | -22.0% | +2.3% |
| 1Y | +17.7% | +53.3% | -35.6% | -2.4% |
| 3Y | +65.3% | +58.4% | +7.0% | +30.9% |
| 5Y | +75.1% | +121.3% | -46.1% | +16.5% |
| 10Y | +305.8% | +349.0% | -43.2% | +88.8% |
| All | +7,663.3% | +2,194.6% | +5,468.7% | +1,807.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling