-4.6%
BA vs CLF
-18.8%
+14.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | +1.2% | +7.6% | -6.4% | 0.0% |
| 30D | -11.6% | -1.2% | -10.4% | -11.6% |
| 3M | -2.4% | -13.4% | +11.0% | -0.8% |
| 6M | -6.6% | +15.4% | -22.0% | -10.0% |
| YTD | -2.2% | -5.9% | +3.6% | -3.6% |
| 1Y | -8.0% | +18.8% | -26.8% | -14.3% |
| All | -4.6% | -18.8% | +14.2% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling