-21.9%
BA vs CLS
+1,902.9%
-1,924.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.9% | -8.4% | -1.8% |
| 7D | -1.7% | -10.6% | +8.8% | -0.3% |
| 30D | -9.5% | -38.4% | +29.0% | -2.9% |
| 3M | -26.5% | -29.9% | +3.4% | -23.4% |
| 6M | -27.4% | -40.6% | +13.3% | -23.4% |
| YTD | -20.6% | -24.6% | +4.0% | -21.6% |
| 1Y | -11.4% | -30.8% | +19.4% | -12.1% |
| 3Y | -10.8% | +811.7% | -822.6% | -61.8% |
| 5Y | -21.9% | +1,838.4% | -1,860.4% | -77.9% |
| All | -21.9% | +1,902.9% | -1,924.8% | -77.9% |
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 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