+1,470.0%
BA vs CLX
+2,789.7%
-1,319.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | 0.0% | +13.6% | -13.6% | -2.9% |
| 30D | -8.9% | +29.1% | -38.0% | -14.3% |
| 3M | -25.5% | +1.6% | -27.1% | -26.0% |
| 6M | -27.0% | +18.7% | -45.7% | -30.2% |
| YTD | -20.1% | +11.1% | -31.2% | -22.7% |
| 1Y | -11.0% | +7.0% | -18.0% | -13.2% |
| 3Y | -11.8% | -10.0% | -1.8% | -11.7% |
| 5Y | -20.6% | -22.6% | +2.0% | -19.2% |
| 10Y | +26.6% | +29.3% | -2.7% | +4.1% |
| All | +1,470.0% | +2,789.7% | -1,319.8% | +341.5% |
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