-11.0%
BA vs CLF
+20.2%
-31.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | 0.0% |
| 7D | 0.0% | -9.1% | +9.1% | +0.9% |
| 30D | -8.9% | -0.9% | -8.0% | -9.2% |
| 3M | -25.5% | +3.0% | -28.5% | -26.3% |
| 6M | -27.0% | +16.7% | -43.7% | -29.0% |
| YTD | -20.1% | -3.2% | -17.0% | -23.4% |
| 1Y | -11.0% | +24.6% | -35.6% | -17.2% |
| All | -11.0% | +20.2% | -31.2% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling