+72.3%
BA vs CRS
+1,306.2%
-1,233.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.9% |
| 7D | +2.5% | -3.1% | +5.5% | +3.8% |
| 30D | -10.1% | -19.6% | +9.5% | -1.1% |
| 3M | -2.4% | -8.1% | +5.7% | +0.2% |
| 6M | -8.8% | +18.6% | -27.4% | -17.6% |
| YTD | -2.9% | +45.9% | -48.8% | -21.0% |
| 1Y | -8.8% | +82.5% | -91.2% | -34.7% |
| 3Y | -0.3% | +648.9% | -649.2% | -67.0% |
| 5Y | -0.3% | +1,438.1% | -1,438.4% | -79.3% |
| 10Y | +72.3% | +1,327.0% | -1,254.7% | -68.9% |
| All | +72.3% | +1,306.2% | -1,233.8% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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