+1,462.0%
BA vs CLX
+2,602.7%
-1,140.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.7% |
| 7D | -0.1% | +12.4% | -12.5% | -2.8% |
| 30D | -9.1% | +21.1% | -30.2% | -13.2% |
| 3M | -28.2% | -3.3% | -24.9% | -27.8% |
| 6M | -23.1% | +18.8% | -41.9% | -26.5% |
| YTD | -20.6% | +3.9% | -24.5% | -21.9% |
| 1Y | -12.7% | -3.8% | -8.9% | -12.8% |
| 3Y | -11.6% | -10.5% | -1.0% | -11.3% |
| 5Y | -23.1% | -26.7% | +3.5% | -20.7% |
| 10Y | +34.4% | +19.9% | +14.5% | +12.5% |
| All | +1,462.0% | +2,602.7% | -1,140.7% | +346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling