+511.9%
BA vs CLS
+2,115.6%
-1,603.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.0% | +10.5% | +0.1% |
| 7D | -0.1% | -27.3% | +27.2% | +6.1% |
| 30D | -9.1% | -47.0% | +37.9% | +2.0% |
| 3M | -28.2% | -43.3% | +15.1% | -21.2% |
| 6M | -23.1% | -50.8% | +27.6% | -14.8% |
| YTD | -20.6% | -30.4% | +9.9% | -19.8% |
| 1Y | -12.7% | -41.7% | +29.0% | -9.7% |
| 3Y | -11.6% | +701.4% | -713.0% | -53.2% |
| 5Y | -23.1% | +1,767.8% | -1,790.9% | -67.0% |
| 10Y | +34.4% | +1,636.8% | -1,602.5% | -44.6% |
| All | +511.9% | +2,115.6% | -1,603.7% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling