+1,460.9%
BA vs CRS
+6,501.5%
-5,040.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.7% | -10.3% | -3.9% |
| 7D | -1.7% | +4.9% | -6.7% | -3.6% |
| 30D | -9.5% | -20.8% | +11.4% | -3.1% |
| 3M | -26.5% | -46.4% | +20.0% | -10.2% |
| 6M | -27.4% | -28.6% | +1.2% | -20.3% |
| YTD | -20.6% | -2.8% | -17.8% | -22.8% |
| 1Y | -11.4% | -6.7% | -4.7% | -12.8% |
| 3Y | -10.8% | +368.0% | -378.8% | -53.1% |
| 5Y | -21.9% | +852.9% | -874.8% | -69.5% |
| 10Y | +28.1% | +905.1% | -877.0% | -53.8% |
| All | +1,460.9% | +6,501.5% | -5,040.6% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling