-11.9%
BA vs CLF
+15.2%
-27.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | -1.1% | +10.4% | -11.5% | -2.2% |
| 30D | -7.1% | +0.6% | -7.7% | -7.7% |
| 3M | -25.5% | +4.1% | -29.7% | -26.5% |
| 6M | -28.7% | +15.1% | -43.8% | -30.7% |
| YTD | -21.0% | -4.7% | -16.3% | -24.3% |
| 1Y | -11.9% | +20.4% | -32.2% | -16.8% |
| All | -11.9% | +15.2% | -27.1% | -16.8% |
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