-10.6%
BA vs CLS
-28.7%
+18.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.1% | +11.2% | +2.5% |
| 7D | +5.9% | -21.1% | +27.0% | +7.1% |
| 30D | -8.2% | -38.2% | +30.1% | -5.2% |
| 3M | -25.4% | -36.3% | +10.9% | -23.3% |
| 6M | -20.0% | -43.8% | +23.8% | -17.7% |
| YTD | -18.5% | -20.0% | +1.5% | -18.5% |
| 1Y | -10.6% | -29.6% | +19.0% | -11.1% |
| All | -10.6% | -28.7% | +18.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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