-10.8%
BA vs CRL
+99.4%
-110.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.4% |
| 7D | -1.7% | +4.4% | -6.1% | -2.6% |
| 30D | -9.5% | +17.1% | -26.5% | -12.2% |
| 3M | -26.5% | +32.1% | -58.6% | -30.5% |
| 6M | -27.4% | +98.9% | -126.3% | -36.7% |
| YTD | -20.6% | +77.1% | -97.7% | -29.8% |
| 1Y | -11.4% | +110.3% | -121.7% | -24.2% |
| 3Y | -10.8% | +108.5% | -119.3% | -21.6% |
| All | -10.8% | +99.4% | -110.2% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling