-4.6%
BA vs CRS
+660.4%
-665.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -11.6% | -16.6% | +5.0% | -7.1% |
| 3M | -2.4% | -3.5% | +1.1% | -2.1% |
| 6M | -6.6% | +15.4% | -22.1% | -11.5% |
| YTD | -2.2% | +51.2% | -53.4% | -14.6% |
| 1Y | -8.0% | +98.3% | -106.3% | -26.8% |
| All | -4.6% | +660.4% | -665.0% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling