+1,502.7%
BA vs CL
+5,460.8%
-3,958.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +0.9% |
| 7D | +5.9% | +7.7% | -1.8% | +2.9% |
| 30D | -8.2% | +15.2% | -23.4% | -13.2% |
| 3M | -25.4% | +7.3% | -32.7% | -27.6% |
| 6M | -20.0% | +17.0% | -37.0% | -25.2% |
| YTD | -18.5% | +28.0% | -46.5% | -26.5% |
| 1Y | -10.6% | +32.1% | -42.7% | -20.6% |
| 3Y | -9.3% | +41.5% | -50.7% | -23.3% |
| 5Y | -16.9% | +43.9% | -60.8% | -31.0% |
| 10Y | +37.9% | +79.8% | -41.9% | +4.2% |
| All | +1,502.7% | +5,460.8% | -3,958.1% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling