+28.1%
BA vs CL
+76.2%
-48.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | -9.5% | +11.6% | -21.0% | -13.3% |
| 3M | -26.5% | +5.6% | -32.1% | -28.2% |
| 6M | -27.4% | +13.2% | -40.5% | -31.3% |
| YTD | -20.6% | +26.9% | -47.5% | -28.4% |
| 1Y | -11.4% | +27.3% | -38.8% | -20.3% |
| 3Y | -10.8% | +39.7% | -50.5% | -26.2% |
| 5Y | -21.9% | +41.3% | -63.2% | -37.0% |
| 10Y | +28.1% | +76.3% | -48.1% | -7.9% |
| All | +28.1% | +76.2% | -48.1% | -7.9% |
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