+251.7%
BAC vs CRL
+400.8%
-149.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +0.9% |
| 7D | +2.0% | +4.4% | -2.4% | +0.4% |
| 30D | -6.9% | +17.1% | -24.0% | -11.7% |
| 3M | -19.6% | +32.1% | -51.7% | -26.7% |
| 6M | -0.5% | +98.9% | -99.4% | -20.7% |
| YTD | -6.6% | +77.1% | -83.7% | -23.8% |
| 1Y | -3.0% | +110.3% | -113.2% | -25.2% |
| 3Y | +97.3% | +108.5% | -11.2% | +41.9% |
| 5Y | +21.9% | -7.9% | +29.7% | +15.5% |
| 10Y | +251.7% | +368.9% | -117.3% | +52.2% |
| All | +251.7% | +400.8% | -149.2% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling