-23.1%
BA vs CLS
+1,823.7%
-1,846.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.0% | +10.5% | -0.5% |
| 7D | -0.1% | -27.3% | +27.2% | +4.7% |
| 30D | -9.1% | -47.0% | +37.9% | -0.1% |
| 3M | -28.2% | -43.3% | +15.1% | -22.5% |
| 6M | -23.1% | -50.8% | +27.6% | -16.2% |
| YTD | -20.6% | -30.4% | +9.9% | -20.4% |
| 1Y | -12.7% | -41.7% | +29.0% | -10.5% |
| 3Y | -11.6% | +701.4% | -713.0% | -60.8% |
| 5Y | -23.1% | +1,767.8% | -1,790.9% | -78.8% |
| All | -23.1% | +1,823.7% | -1,846.8% | -78.8% |
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 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