+26.5%
BAC vs CRS
+102.1%
-75.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -0.9% | -16.6% | +15.7% | +1.0% |
| 3M | +16.3% | -3.5% | +19.8% | +16.3% |
| 6M | +26.0% | +15.4% | +10.5% | +23.0% |
| YTD | +15.2% | +51.2% | -36.0% | +10.7% |
| 1Y | +26.5% | +98.3% | -71.8% | +20.6% |
| All | +26.5% | +102.1% | -75.5% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling