+315.2%
BAC vs CRL
+1,657.4%
-1,342.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -1.9% | +5.0% | -6.9% | -3.5% |
| 30D | -7.2% | +13.5% | -20.7% | -11.5% |
| 3M | -20.4% | +21.5% | -41.9% | -26.1% |
| 6M | +1.3% | +103.4% | -102.2% | -21.5% |
| YTD | -6.4% | +71.8% | -78.2% | -24.3% |
| 1Y | -3.5% | +97.5% | -101.0% | -25.7% |
| 3Y | +96.7% | +99.2% | -2.6% | +40.8% |
| 5Y | +20.6% | -12.1% | +32.7% | +10.6% |
| 10Y | +233.0% | +359.2% | -126.1% | +60.0% |
| All | +315.2% | +1,657.4% | -1,342.2% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling