+238.1%
BAC vs CLS
+3,265.4%
-3,027.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.1% | +4.6% | -3.5% | -0.2% |
| 30D | -0.4% | -13.9% | +13.5% | +2.2% |
| 3M | +16.9% | -26.6% | +43.5% | +22.6% |
| 6M | +26.6% | +15.4% | +11.2% | +16.6% |
| YTD | +15.8% | +5.7% | +10.1% | +7.5% |
| 1Y | +27.2% | +41.1% | -14.0% | +7.1% |
| 3Y | +132.4% | +1,228.6% | -1,096.2% | -1.0% |
| 5Y | +72.6% | +3,240.6% | -3,168.1% | -44.3% |
| 10Y | +389.7% | +2,760.3% | -2,370.6% | +53.3% |
| All | +238.1% | +3,265.4% | -3,027.3% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling