+391.8%
BAC vs CRL
+241.6%
+150.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.3% |
| 7D | +1.2% | -0.6% | +1.7% | +1.3% |
| 30D | -0.7% | +5.0% | -5.7% | -2.3% |
| 3M | +16.9% | +50.6% | -33.7% | +2.5% |
| 6M | +29.6% | +60.9% | -31.3% | +10.0% |
| YTD | +15.3% | +40.7% | -25.5% | +1.4% |
| 1Y | +28.8% | +73.3% | -44.5% | +5.2% |
| 3Y | +136.4% | +40.6% | +95.8% | +94.7% |
| 5Y | +72.9% | -37.0% | +109.9% | +87.0% |
| 10Y | +391.8% | +244.3% | +147.5% | +129.6% |
| All | +391.8% | +241.6% | +150.2% | +129.6% |
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