-0.9%
BA vs CLX
-34.6%
+33.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +1.2% | -9.2% | +10.4% | +2.5% |
| 30D | -11.6% | -11.0% | -0.6% | -10.2% |
| 3M | -2.4% | +5.0% | -7.4% | -3.1% |
| 6M | -6.6% | -18.8% | +12.2% | -4.5% |
| YTD | -2.2% | -4.4% | +2.2% | -1.8% |
| 1Y | -8.0% | -21.9% | +13.8% | -5.6% |
| 3Y | -5.0% | -32.8% | +27.8% | -0.9% |
| All | -0.9% | -34.6% | +33.7% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling