-0.9%
BA vs CL
+28.4%
-29.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | +1.2% | -2.2% | +3.3% | +1.5% |
| 30D | -11.6% | -4.8% | -6.8% | -11.0% |
| 3M | -2.4% | +4.9% | -7.3% | -3.3% |
| 6M | -6.6% | -5.7% | -0.9% | -6.2% |
| YTD | -2.2% | +14.4% | -16.6% | -3.9% |
| 1Y | -8.0% | +8.7% | -16.8% | -9.0% |
| 3Y | -5.0% | +30.0% | -35.0% | -12.3% |
| All | -0.9% | +28.4% | -29.3% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling