+1,376.8%
BAC vs CLX
+2,386.6%
-1,009.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +1.1% | -9.2% | +10.3% | +4.2% |
| 30D | -0.4% | -11.0% | +10.7% | +3.3% |
| 3M | +16.9% | +5.0% | +11.9% | +14.5% |
| 6M | +26.6% | -18.8% | +45.4% | +33.9% |
| YTD | +15.8% | -4.4% | +20.2% | +15.7% |
| 1Y | +27.2% | -21.9% | +49.0% | +35.3% |
| 3Y | +132.4% | -32.8% | +165.2% | +155.4% |
| 5Y | +72.6% | -34.6% | +107.1% | +86.1% |
| 10Y | +389.7% | -4.7% | +394.4% | +320.7% |
| All | +1,376.8% | +2,386.6% | -1,009.8% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling