+28.1%
BA vs CLF
+92.7%
-64.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.6% | -2.3% |
| 7D | -1.7% | -14.1% | +12.4% | +1.7% |
| 30D | -9.5% | -5.5% | -3.9% | -9.2% |
| 3M | -26.5% | 0.0% | -26.5% | -27.7% |
| 6M | -27.4% | +11.3% | -38.6% | -31.6% |
| YTD | -20.6% | -7.7% | -12.9% | -23.2% |
| 1Y | -11.4% | +17.5% | -29.0% | -20.1% |
| 3Y | -10.8% | -25.4% | +14.6% | -17.2% |
| 5Y | -21.9% | -46.0% | +24.0% | -25.4% |
| 10Y | +28.1% | +80.1% | -51.9% | -30.9% |
| All | +28.1% | +92.7% | -64.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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