+31.8%
CLX vs BAH
+198.8%
-167.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | +9.5% | +1.7% | +7.8% | +9.2% |
| 30D | +30.7% | +20.8% | +9.9% | +27.0% |
| 3M | +4.2% | +11.6% | -7.3% | +2.4% |
| 6M | +22.1% | +23.1% | -1.0% | +17.9% |
| YTD | +14.1% | +5.3% | +8.8% | +11.7% |
| 1Y | +10.3% | +6.1% | +4.2% | +7.8% |
| 3Y | -7.8% | -27.5% | +19.7% | -6.6% |
| 5Y | -20.8% | +6.2% | -27.0% | -26.3% |
| All | +31.8% | +198.8% | -167.0% | +3.0% |
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