-10.6%
BA vs CRL
+85.3%
-96.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.3% | +9.4% | +3.1% |
| 7D | +5.9% | -12.8% | +18.7% | +7.8% |
| 30D | -8.2% | +5.0% | -13.2% | -9.3% |
| 3M | -25.4% | +39.4% | -64.7% | -30.2% |
| 6M | -20.0% | +89.4% | -109.4% | -29.8% |
| YTD | -18.5% | +63.6% | -82.0% | -27.3% |
| 1Y | -10.6% | +83.5% | -94.1% | -20.5% |
| All | -10.6% | +85.3% | -96.0% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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