+652.9%
BA vs CLS
+3,265.4%
-2,612.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +1.2% | +4.6% | -3.4% | 0.0% |
| 30D | -11.6% | -13.9% | +2.3% | -9.4% |
| 3M | -2.4% | -26.6% | +24.2% | +2.4% |
| 6M | -6.6% | +15.4% | -22.0% | -12.7% |
| YTD | -2.2% | +5.7% | -7.9% | -7.8% |
| 1Y | -8.0% | +41.1% | -49.1% | -20.3% |
| 3Y | -5.0% | +1,228.6% | -1,233.6% | -54.1% |
| 5Y | -2.7% | +3,240.6% | -3,243.4% | -62.4% |
| 10Y | +75.9% | +2,760.3% | -2,684.5% | -33.3% |
| All | +652.9% | +3,265.4% | -2,612.4% | +69.8% |
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 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