+73.5%
BA vs CLF
+128.0%
-54.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | +1.2% | +7.6% | -6.4% | -0.8% |
| 30D | -11.6% | -1.2% | -10.4% | -11.6% |
| 3M | -2.4% | -13.4% | +11.0% | -0.1% |
| 6M | -6.6% | +15.4% | -22.0% | -12.1% |
| YTD | -2.2% | -5.9% | +3.6% | -4.5% |
| 1Y | -8.0% | +18.8% | -26.8% | -17.7% |
| 3Y | -5.0% | -19.4% | +14.4% | -12.8% |
| 5Y | -2.7% | -47.7% | +45.0% | -5.4% |
| All | +73.5% | +128.0% | -54.5% | -8.9% |
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