-22.5%
BA vs CLX
-26.6%
+4.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.6% |
| 7D | -0.1% | +12.4% | -12.5% | -1.8% |
| 30D | -9.1% | +21.1% | -30.2% | -11.7% |
| 3M | -28.2% | -3.3% | -24.9% | -27.9% |
| 6M | -23.1% | +18.8% | -41.9% | -25.2% |
| YTD | -20.6% | +3.9% | -24.5% | -21.2% |
| 1Y | -12.7% | -3.8% | -8.9% | -12.7% |
| 3Y | -11.6% | -10.5% | -1.0% | -11.4% |
| All | -22.5% | -26.6% | +4.1% | -20.3% |
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