+304.9%
BAC vs CRL
+1,630.9%
-1,325.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -3.2% |
| 7D | -1.2% | -6.1% | +4.9% | +0.4% |
| 30D | -7.7% | +12.4% | -20.1% | -11.7% |
| 3M | -21.2% | +27.1% | -48.3% | -27.9% |
| 6M | -6.8% | +85.7% | -92.6% | -25.6% |
| YTD | -8.7% | +69.2% | -77.9% | -25.8% |
| 1Y | -5.3% | +97.5% | -102.8% | -27.0% |
| 3Y | +87.4% | +86.1% | +1.4% | +37.4% |
| 5Y | +18.9% | -10.0% | +29.0% | +8.0% |
| 10Y | +273.3% | +395.0% | -121.7% | +74.9% |
| All | +304.9% | +1,630.9% | -1,325.9% | +53.5% |
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