-17.9%
BA vs CRCL
-7.5%
-10.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.5% |
| 7D | -0.6% | -8.1% | +7.6% | -0.2% |
| 30D | -8.0% | -24.3% | +16.3% | -7.1% |
| 3M | -25.8% | -10.5% | -15.3% | -25.7% |
| 6M | -27.6% | -48.4% | +20.8% | -26.3% |
| YTD | -21.0% | -19.5% | -1.5% | -20.9% |
| 1Y | -12.3% | -26.0% | +13.8% | -12.1% |
| All | -17.9% | -7.5% | -10.4% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling