+25.9%
BA vs CLX
+29.3%
-3.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | 0.0% | +13.6% | -13.6% | -0.6% |
| 30D | -8.9% | +29.1% | -38.0% | -10.1% |
| 3M | -25.5% | +1.6% | -27.1% | -25.6% |
| 6M | -27.0% | +18.7% | -45.7% | -27.6% |
| YTD | -20.1% | +11.1% | -31.2% | -20.6% |
| 1Y | -11.0% | +7.0% | -18.0% | -11.5% |
| 3Y | -11.8% | -10.0% | -1.8% | -11.8% |
| 5Y | -20.6% | -22.6% | +2.0% | -21.1% |
| All | +25.9% | +29.3% | -3.4% | +9.8% |
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