+391.8%
BAC vs CLS
+2,932.8%
-2,541.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.1% | -1.6% |
| 7D | +1.2% | +12.8% | -11.6% | -1.6% |
| 30D | -0.7% | +3.8% | -4.6% | -2.1% |
| 3M | +16.9% | -14.6% | +31.6% | +18.5% |
| 6M | +29.6% | +32.2% | -2.6% | +16.0% |
| YTD | +15.3% | +11.6% | +3.6% | +5.9% |
| 1Y | +28.8% | +35.1% | -6.2% | +9.9% |
| 3Y | +136.4% | +1,312.5% | -1,176.2% | -12.9% |
| 5Y | +72.9% | +3,542.1% | -3,469.1% | -57.0% |
| 10Y | +391.8% | +2,944.0% | -2,552.2% | +5.1% |
| All | +391.8% | +2,932.8% | -2,541.0% | +5.1% |
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