+31.8%
BA vs CLF
+104.8%
-73.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | +1.1% | -19.6% | +20.7% | +6.4% |
| 30D | -7.9% | -5.0% | -2.9% | -7.8% |
| 3M | -25.3% | -6.3% | -19.0% | -25.3% |
| 6M | -24.6% | +2.8% | -27.4% | -27.5% |
| YTD | -20.1% | -13.7% | -6.4% | -21.4% |
| 1Y | -11.8% | +13.6% | -25.3% | -19.6% |
| 3Y | -10.1% | -34.0% | +23.9% | -13.7% |
| 5Y | -22.7% | -48.7% | +26.0% | -25.2% |
| All | +31.8% | +104.8% | -73.0% | -28.5% |
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