-22.1%
BA vs CRL
-10.4%
-11.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -1.2% |
| 7D | +1.1% | -6.1% | +7.2% | +2.2% |
| 30D | -7.9% | +12.4% | -20.3% | -10.8% |
| 3M | -25.3% | +27.1% | -52.4% | -30.0% |
| 6M | -24.6% | +85.7% | -110.3% | -35.8% |
| YTD | -20.1% | +69.2% | -89.3% | -31.1% |
| 1Y | -11.8% | +97.5% | -109.3% | -26.9% |
| 3Y | -10.1% | +86.1% | -96.2% | -29.1% |
| All | -22.1% | -10.4% | -11.8% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling