-11.8%
BA vs CLX
-3.5%
-8.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +1.1% | +13.6% | -12.5% | -1.6% |
| 30D | -7.9% | +23.4% | -31.3% | -12.1% |
| 3M | -25.3% | -2.8% | -22.5% | -24.7% |
| 6M | -24.6% | +14.0% | -38.6% | -27.1% |
| YTD | -20.1% | +4.2% | -24.3% | -18.2% |
| 1Y | -11.8% | -1.2% | -10.6% | -9.6% |
| All | -11.8% | -3.5% | -8.2% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling