+565.5%
BA vs CRL
+1,505.2%
-939.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | -1.3% |
| 7D | -0.1% | -16.8% | +16.7% | +5.3% |
| 30D | -9.1% | +2.6% | -11.8% | -10.4% |
| 3M | -28.2% | +20.1% | -48.2% | -32.9% |
| 6M | -23.1% | +68.8% | -92.0% | -36.0% |
| YTD | -20.6% | +56.9% | -77.5% | -33.1% |
| 1Y | -12.7% | +86.7% | -99.4% | -30.6% |
| 3Y | -11.6% | +72.1% | -83.6% | -32.7% |
| 5Y | -23.1% | -16.6% | -6.6% | -28.0% |
| 10Y | +34.4% | +359.0% | -324.7% | -26.6% |
| All | +565.5% | +1,505.2% | -939.8% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling