+31.1%
BA vs CL
+77.9%
-46.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -0.1% | +5.9% | -6.0% | -2.2% |
| 30D | -9.1% | +13.8% | -22.9% | -13.6% |
| 3M | -28.2% | +6.4% | -34.6% | -30.0% |
| 6M | -23.1% | +15.6% | -38.8% | -27.8% |
| YTD | -20.6% | +27.9% | -48.4% | -28.5% |
| 1Y | -12.7% | +31.4% | -44.1% | -22.5% |
| 3Y | -11.6% | +41.4% | -52.9% | -27.1% |
| 5Y | -23.1% | +42.8% | -65.9% | -38.2% |
| All | +31.1% | +77.9% | -46.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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