-23.8%
CLX vs BAH
-27.4%
+3.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.5% |
| 7D | -3.5% | -4.3% | +0.8% | -3.2% |
| 30D | -11.9% | -4.5% | -7.4% | -11.5% |
| 3M | -2.6% | -7.6% | +5.0% | -3.0% |
| 6M | -18.2% | -10.6% | -7.6% | -18.4% |
| YTD | -5.9% | -12.6% | +6.7% | -7.0% |
| 1Y | -23.8% | -27.0% | +3.2% | -23.8% |
| All | -23.8% | -27.4% | +3.6% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling