+391.9%
BAC vs CRS
+1,409.1%
-1,017.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | -0.3% | -4.1% | +3.9% | +1.1% |
| 30D | -1.8% | -16.6% | +14.8% | +4.2% |
| 3M | +15.3% | -14.3% | +29.6% | +20.2% |
| 6M | +30.2% | +11.6% | +18.6% | +22.9% |
| YTD | +15.6% | +42.6% | -27.0% | -0.7% |
| 1Y | +27.5% | +81.8% | -54.4% | -1.3% |
| 3Y | +137.0% | +632.1% | -495.0% | +2.8% |
| 5Y | +75.6% | +1,401.6% | -1,326.1% | -46.8% |
| All | +391.9% | +1,409.1% | -1,017.2% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling