+26.6%
BA vs CRS
+849.0%
-822.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.7% |
| 7D | 0.0% | +0.2% | -0.2% | -0.4% |
| 30D | -8.9% | -22.9% | +14.0% | +0.4% |
| 3M | -25.5% | -46.8% | +21.3% | -3.1% |
| 6M | -27.0% | -30.4% | +3.5% | -16.9% |
| YTD | -20.1% | -5.4% | -14.8% | -22.9% |
| 1Y | -11.0% | -9.0% | -2.0% | -12.8% |
| 3Y | -11.8% | +352.2% | -364.0% | -64.5% |
| 5Y | -20.6% | +852.2% | -872.9% | -80.4% |
| 10Y | +26.6% | +862.6% | -836.0% | -73.4% |
| All | +26.6% | +849.0% | -822.4% | -73.4% |
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