+1,821.9%
BA vs CL
+4,870.0%
-3,048.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | +1.2% | -2.2% | +3.3% | +2.0% |
| 30D | -11.6% | -4.8% | -6.8% | -10.0% |
| 3M | -2.4% | +4.9% | -7.3% | -4.6% |
| 6M | -6.6% | -5.7% | -0.9% | -4.8% |
| YTD | -2.2% | +14.4% | -16.6% | -7.8% |
| 1Y | -8.0% | +8.7% | -16.8% | -11.9% |
| 3Y | -5.0% | +30.0% | -35.0% | -16.9% |
| 5Y | -2.7% | +28.4% | -31.1% | -15.4% |
| 10Y | +75.9% | +50.1% | +25.8% | +42.9% |
| All | +1,821.9% | +4,870.0% | -3,048.0% | +260.5% |
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