-11.5%
BA vs CLS
-34.6%
+23.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.9% | -8.4% | -1.0% |
| 7D | -1.7% | -10.6% | +8.8% | -1.3% |
| 30D | -9.5% | -38.4% | +29.0% | -6.6% |
| 3M | -26.5% | -29.9% | +3.4% | -25.1% |
| 6M | -27.4% | -40.6% | +13.3% | -25.7% |
| YTD | -20.6% | -24.6% | +4.0% | -20.4% |
| All | -11.5% | -34.6% | +23.1% | -11.8% |
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