+1,821.9%
BA vs CRS
+10,171.0%
-8,349.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -11.6% | -16.6% | +5.0% | -6.0% |
| 3M | -2.4% | -3.5% | +1.1% | -1.9% |
| 6M | -6.6% | +15.4% | -22.1% | -12.6% |
| YTD | -2.2% | +51.2% | -53.4% | -17.2% |
| 1Y | -8.0% | +98.3% | -106.3% | -30.4% |
| 3Y | -5.0% | +651.5% | -656.5% | -57.2% |
| 5Y | -2.7% | +1,411.1% | -1,413.8% | -67.2% |
| 10Y | +75.9% | +1,424.3% | -1,348.5% | -44.9% |
| All | +1,821.9% | +10,171.0% | -8,349.1% | +194.1% |
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 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