+251.7%
BAC vs CLS
+1,765.4%
-1,513.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.9% | -5.6% | +0.7% |
| 7D | +2.0% | -10.6% | +12.5% | +4.0% |
| 30D | -6.9% | -38.4% | +31.5% | +1.9% |
| 3M | -19.6% | -29.9% | +10.3% | -15.0% |
| 6M | -0.5% | -40.6% | +40.2% | +6.4% |
| YTD | -6.6% | -24.6% | +18.0% | -8.1% |
| 1Y | -3.0% | -30.8% | +27.8% | -3.8% |
| 3Y | +97.3% | +811.7% | -714.4% | -20.6% |
| 5Y | +21.9% | +1,838.4% | -1,816.6% | -64.5% |
| 10Y | +251.7% | +1,751.5% | -1,499.8% | -18.7% |
| All | +251.7% | +1,765.4% | -1,513.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling