+31.8%
BA vs CRL
+386.8%
-355.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -2.3% |
| 7D | +1.1% | -6.1% | +7.2% | +2.9% |
| 30D | -7.9% | +12.4% | -20.3% | -12.5% |
| 3M | -25.3% | +27.1% | -52.4% | -32.6% |
| 6M | -24.6% | +85.7% | -110.3% | -41.6% |
| YTD | -20.1% | +69.2% | -89.3% | -37.0% |
| 1Y | -11.8% | +97.5% | -109.3% | -34.7% |
| 3Y | -10.1% | +86.1% | -96.2% | -38.5% |
| 5Y | -22.7% | -10.0% | -12.7% | -26.4% |
| All | +31.8% | +386.8% | -355.0% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling