+214.5%
BAC vs CRL
+354.1%
-139.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.5% | +8.9% | -7.4% | -1.1% |
| 30D | -6.4% | +14.0% | -20.4% | -10.5% |
| 3M | -21.7% | +19.8% | -41.5% | -26.5% |
| 6M | +0.5% | +102.0% | -101.5% | -20.4% |
| YTD | -6.7% | +70.8% | -77.5% | -23.1% |
| 1Y | -4.7% | +98.7% | -103.4% | -25.2% |
| 3Y | +96.1% | +98.2% | -2.1% | +43.3% |
| 5Y | +21.7% | -11.7% | +33.4% | +16.8% |
| All | +214.5% | +354.1% | -139.6% | +37.1% |
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