-11.0%
BA vs CLS
-34.3%
+23.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.6% |
| 7D | 0.0% | -13.9% | +13.9% | +0.7% |
| 30D | -8.9% | -38.2% | +29.3% | -6.1% |
| 3M | -25.5% | -28.8% | +3.3% | -24.2% |
| 6M | -27.0% | -40.4% | +13.4% | -25.2% |
| YTD | -20.1% | -24.3% | +4.1% | -20.0% |
| 1Y | -11.0% | -35.0% | +24.0% | -11.3% |
| All | -11.0% | -34.3% | +23.3% | -11.3% |
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