+174.2%
CLX vs BAH
+1,074.5%
-900.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.3% |
| 7D | +17.4% | -1.5% | +18.9% | +17.6% |
| 30D | +27.8% | +17.3% | +10.5% | +24.9% |
| 3M | +3.0% | +14.9% | -11.9% | +0.9% |
| 6M | +17.5% | +14.2% | +3.3% | +14.9% |
| YTD | +10.0% | +5.1% | +4.9% | +8.0% |
| 1Y | +3.3% | +2.1% | +1.2% | +1.7% |
| 3Y | -10.1% | -26.0% | +15.9% | -9.1% |
| 5Y | -23.7% | +9.0% | -32.7% | -28.0% |
| 10Y | +24.9% | +208.8% | -183.9% | +1.2% |
| All | +174.2% | +1,074.5% | -900.3% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling