+31.8%
BA vs CLX
+19.4%
+12.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +1.1% | +13.6% | -12.5% | +0.4% |
| 30D | -7.9% | +23.4% | -31.3% | -8.9% |
| 3M | -25.3% | -2.8% | -22.5% | -25.3% |
| 6M | -24.6% | +14.0% | -38.6% | -25.1% |
| YTD | -20.1% | +4.2% | -24.3% | -20.3% |
| 1Y | -11.8% | -1.2% | -10.6% | -11.9% |
| 3Y | -10.1% | -12.7% | +2.6% | -9.9% |
| 5Y | -22.7% | -26.5% | +3.7% | -22.9% |
| All | +31.8% | +19.4% | +12.4% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling