-10.1%
BA vs CRS
+321.3%
-331.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | -1.7% | +2.8% | +1.5% |
| 30D | -7.9% | -28.8% | +20.9% | +0.1% |
| 3M | -25.3% | -50.0% | +24.7% | -10.5% |
| 6M | -24.6% | -39.2% | +14.6% | -15.1% |
| YTD | -20.1% | -11.4% | -8.7% | -20.0% |
| 1Y | -11.8% | -11.7% | -0.1% | -11.7% |
| 3Y | -10.1% | +319.6% | -329.8% | -42.8% |
| All | -10.1% | +321.3% | -331.5% | -42.8% |
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