+26.6%
BA vs CRL
+353.6%
-327.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.3% |
| 7D | 0.0% | -1.7% | +1.8% | +0.3% |
| 30D | -8.9% | +14.6% | -23.5% | -14.1% |
| 3M | -25.5% | +24.8% | -50.4% | -32.4% |
| 6M | -27.0% | +94.7% | -121.6% | -44.5% |
| YTD | -20.1% | +73.4% | -93.5% | -37.6% |
| 1Y | -11.0% | +104.7% | -115.7% | -35.0% |
| 3Y | -11.8% | +101.1% | -112.9% | -41.7% |
| 5Y | -20.6% | -10.8% | -9.9% | -23.5% |
| 10Y | +26.6% | +358.8% | -332.2% | -48.4% |
| All | +26.6% | +353.6% | -327.0% | -48.4% |
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