-8.8%
BA vs CRS
+85.3%
-94.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | 0.0% |
| 7D | +2.5% | -3.1% | +5.5% | +3.1% |
| 30D | -10.1% | -19.6% | +9.5% | -6.1% |
| 3M | -2.4% | -8.1% | +5.7% | -1.2% |
| 6M | -8.8% | +18.6% | -27.4% | -12.5% |
| YTD | -2.9% | +45.9% | -48.8% | -9.8% |
| 1Y | -8.8% | +82.5% | -91.2% | -17.4% |
| All | -8.8% | +85.3% | -94.1% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling