-26.4%
BA vs CRS
+800.5%
-827.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.8% |
| 7D | -1.1% | +4.8% | -5.9% | -2.8% |
| 30D | -7.1% | -23.2% | +16.0% | -0.2% |
| 3M | -25.5% | -45.5% | +20.0% | -10.7% |
| 6M | -28.7% | -33.1% | +4.4% | -20.8% |
| YTD | -21.0% | -7.2% | -13.8% | -22.2% |
| 1Y | -11.9% | -10.0% | -1.8% | -12.5% |
| 3Y | -16.2% | +332.3% | -348.5% | -55.4% |
| All | -26.4% | +800.5% | -827.0% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling