+397.7%
BAC vs CLX
-3.8%
+401.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | +0.6% | -4.9% | +5.6% | +1.0% |
| 30D | -1.4% | -15.8% | +14.5% | -0.1% |
| 3M | +15.7% | -7.9% | +23.7% | +16.4% |
| 6M | +32.2% | -19.0% | +51.2% | +34.0% |
| YTD | +15.8% | -7.9% | +23.7% | +16.1% |
| 1Y | +27.3% | -25.4% | +52.6% | +29.6% |
| 3Y | +137.5% | -35.0% | +172.5% | +143.3% |
| 5Y | +73.1% | -36.8% | +109.8% | +75.9% |
| 10Y | +397.7% | -1.4% | +399.2% | +389.3% |
| All | +397.7% | -3.8% | +401.6% | +389.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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