+72.3%
BAC vs CRS
+1,446.5%
-1,374.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +0.3% |
| 7D | +1.2% | -3.1% | +4.2% | +1.9% |
| 30D | -0.7% | -19.6% | +18.9% | +4.2% |
| 3M | +16.9% | -8.1% | +25.0% | +18.4% |
| 6M | +29.6% | +18.6% | +11.0% | +22.8% |
| YTD | +15.3% | +45.9% | -30.6% | +3.3% |
| 1Y | +28.8% | +82.5% | -53.6% | +7.9% |
| 3Y | +136.4% | +648.9% | -512.5% | +32.3% |
| All | +72.3% | +1,446.5% | -1,374.2% | -21.7% |
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