-3.3%
CLX vs BAH
+207.1%
-210.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.8% | -5.8% | -1.6% |
| 7D | -5.9% | +2.4% | -8.3% | -6.2% |
| 30D | -17.0% | -2.9% | -14.1% | -16.7% |
| 3M | -9.6% | -1.3% | -8.2% | -9.6% |
| 6M | -21.5% | -0.9% | -20.6% | -21.8% |
| YTD | -8.8% | -8.2% | -0.6% | -8.7% |
| 1Y | -24.7% | -24.0% | -0.7% | -22.5% |
| 3Y | -35.6% | -28.1% | -7.5% | -35.2% |
| 5Y | -37.6% | +2.5% | -40.1% | -41.8% |
| All | -3.3% | +207.1% | -210.3% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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