-3.1%
BAC vs CLX
+4.7%
-7.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.2% |
| 7D | +2.1% | +13.6% | -11.6% | +0.9% |
| 30D | -6.7% | +29.1% | -35.8% | -8.6% |
| 3M | -20.2% | +1.6% | -21.8% | -20.7% |
| 6M | -0.2% | +18.7% | -18.9% | -1.9% |
| YTD | -6.4% | +11.1% | -17.5% | -8.6% |
| 1Y | -3.1% | +7.0% | -10.1% | -4.7% |
| All | -3.1% | +4.7% | -7.8% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling