-22.1%
BA vs CLS
+1,775.5%
-1,797.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.1% | -22.2% | +23.2% | +4.8% |
| 30D | -7.9% | -44.4% | +36.5% | +0.4% |
| 3M | -25.3% | -34.3% | +9.0% | -21.4% |
| 6M | -24.6% | -50.1% | +25.5% | -18.0% |
| YTD | -20.1% | -30.1% | +9.9% | -20.1% |
| 1Y | -11.8% | -39.3% | +27.6% | -10.3% |
| 3Y | -10.1% | +732.7% | -742.8% | -60.7% |
| All | -22.1% | +1,775.5% | -1,797.6% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling