+1,821.9%
BA vs CLX
+2,386.6%
-564.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +1.2% | -9.2% | +10.4% | +3.4% |
| 30D | -11.6% | -11.0% | -0.6% | -9.3% |
| 3M | -2.4% | +5.0% | -7.4% | -3.7% |
| 6M | -6.6% | -18.8% | +12.2% | -2.5% |
| YTD | -2.2% | -4.4% | +2.2% | -1.8% |
| 1Y | -8.0% | -21.9% | +13.8% | -3.5% |
| 3Y | -5.0% | -32.8% | +27.8% | +2.0% |
| 5Y | -2.7% | -34.6% | +31.8% | +3.2% |
| 10Y | +75.9% | -4.7% | +80.6% | +57.2% |
| All | +1,821.9% | +2,386.6% | -564.7% | +460.9% |
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