+413.6%
BAC vs CRL
+1,379.5%
-965.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | +1.1% | -1.0% | +2.1% | +1.4% |
| 30D | -0.4% | +10.7% | -11.1% | -3.8% |
| 3M | +16.9% | +55.3% | -38.4% | +0.4% |
| 6M | +26.6% | +60.7% | -34.0% | +6.2% |
| YTD | +15.8% | +44.6% | -28.8% | -0.1% |
| 1Y | +27.2% | +77.7% | -50.6% | +1.5% |
| 3Y | +132.4% | +37.6% | +94.8% | +89.9% |
| 5Y | +72.6% | -35.8% | +108.4% | +76.8% |
| 10Y | +389.7% | +241.7% | +148.0% | +161.5% |
| All | +413.6% | +1,379.5% | -965.9% | +106.8% |
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