+87.4%
BAC vs CLX
-10.2%
+97.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.2% | +13.6% | -14.8% | -2.3% |
| 30D | -7.7% | +23.4% | -31.0% | -9.4% |
| 3M | -21.2% | -2.8% | -18.3% | -21.1% |
| 6M | -6.8% | +14.0% | -20.8% | -8.2% |
| YTD | -8.7% | +4.2% | -12.9% | -9.7% |
| 1Y | -5.3% | -1.2% | -4.1% | -5.8% |
| 3Y | +87.4% | -12.7% | +100.1% | +89.1% |
| All | +87.4% | -10.2% | +97.7% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling