+95.9%
BAC vs CLS
+895.8%
-799.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.7% |
| 7D | +1.5% | +23.5% | -22.0% | -0.5% |
| 30D | -6.4% | -28.9% | +22.5% | -3.8% |
| 3M | -21.7% | -25.2% | +3.5% | -20.1% |
| 6M | +0.5% | -32.1% | +32.6% | +2.3% |
| YTD | -6.7% | -14.1% | +7.4% | -8.4% |
| 1Y | -4.7% | -24.1% | +19.4% | -5.6% |
| All | +95.9% | +895.8% | -799.9% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling