+22.6%
BAC vs CRS
+800.5%
-778.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.6% |
| 7D | +3.2% | +4.8% | -1.5% | +2.1% |
| 30D | -0.7% | -23.2% | +22.5% | +4.3% |
| 3M | -20.0% | -45.5% | +25.5% | -9.1% |
| 6M | +3.4% | -33.1% | +36.5% | +11.2% |
| YTD | -5.7% | -7.2% | +1.5% | -7.3% |
| 1Y | -1.4% | -10.0% | +8.6% | -2.4% |
| 3Y | +97.9% | +332.3% | -234.4% | +25.1% |
| All | +22.6% | +800.5% | -778.0% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling