+263.2%
BAC vs CLS
+1,628.1%
-1,364.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.2% | -22.2% | +21.0% | +3.7% |
| 30D | -7.7% | -44.4% | +36.7% | +3.3% |
| 3M | -21.2% | -34.3% | +13.1% | -15.6% |
| 6M | -6.8% | -50.1% | +43.2% | +3.4% |
| YTD | -8.7% | -30.1% | +21.4% | -8.7% |
| 1Y | -5.3% | -39.3% | +34.1% | -3.3% |
| 3Y | +87.4% | +732.7% | -645.3% | -22.9% |
| 5Y | +18.9% | +1,777.2% | -1,758.3% | -65.3% |
| All | +263.2% | +1,628.1% | -1,364.9% | -14.0% |
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