-0.9%
BA vs CRS
+1,417.0%
-1,418.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -11.6% | -16.6% | +5.0% | -6.3% |
| 3M | -2.4% | -3.5% | +1.1% | -2.0% |
| 6M | -6.6% | +15.4% | -22.1% | -12.4% |
| YTD | -2.2% | +51.2% | -53.4% | -16.7% |
| 1Y | -8.0% | +98.3% | -106.3% | -29.9% |
| 3Y | -5.0% | +651.5% | -656.5% | -57.7% |
| All | -0.9% | +1,417.0% | -1,418.0% | -69.3% |
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 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