+73.5%
BA vs CRL
+247.0%
-173.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | +1.2% | -1.0% | +2.2% | +1.5% |
| 30D | -11.6% | +10.7% | -22.3% | -15.1% |
| 3M | -2.4% | +55.3% | -57.7% | -17.9% |
| 6M | -6.6% | +60.7% | -67.3% | -23.4% |
| YTD | -2.2% | +44.6% | -46.9% | -17.2% |
| 1Y | -8.0% | +77.7% | -85.8% | -28.8% |
| 3Y | -5.0% | +37.6% | -42.6% | -25.2% |
| 5Y | -2.7% | -35.8% | +33.1% | +9.4% |
| All | +73.5% | +247.0% | -173.5% | -24.6% |
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