+87.4%
BAC vs CRL
+86.4%
+1.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -2.0% |
| 7D | -1.2% | -6.1% | +4.9% | -0.3% |
| 30D | -7.7% | +12.4% | -20.1% | -9.9% |
| 3M | -21.2% | +27.1% | -48.3% | -24.9% |
| 6M | -6.8% | +85.7% | -92.6% | -17.7% |
| YTD | -8.7% | +69.2% | -77.9% | -18.5% |
| 1Y | -5.3% | +97.5% | -102.8% | -18.1% |
| 3Y | +87.4% | +86.1% | +1.4% | +49.1% |
| All | +87.4% | +86.4% | +1.0% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling