-2.0%
BA vs CRCL
+30.9%
-32.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -2.7% | -12.5% | +9.8% | -2.3% |
| 30D | -12.2% | +26.9% | -39.1% | -13.1% |
| 3M | -2.0% | +14.4% | -16.4% | -2.8% |
| 6M | -6.0% | -23.5% | +17.6% | -5.8% |
| YTD | -5.7% | +13.9% | -19.6% | -6.7% |
| 1Y | -10.0% | -20.6% | +10.6% | -10.0% |
| All | -2.0% | +30.9% | -32.9% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CRCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling