+23.4%
BA vs CLS
+2,031.1%
-2,007.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -2.9% |
| 7D | -0.6% | +23.5% | -24.1% | -6.2% |
| 30D | -8.0% | -28.9% | +20.9% | -1.1% |
| 3M | -25.8% | -25.2% | -0.6% | -22.1% |
| 6M | -27.6% | -32.1% | +4.5% | -24.2% |
| YTD | -21.0% | -14.1% | -6.9% | -25.6% |
| 1Y | -12.3% | -24.1% | +11.8% | -15.8% |
| 3Y | -12.8% | +897.0% | -909.7% | -74.3% |
| 5Y | -22.4% | +2,089.9% | -2,112.3% | -85.2% |
| All | +23.4% | +2,031.1% | -2,007.8% | -84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling