+1,376.8%
BAC vs CRS
+10,171.0%
-8,794.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.7% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -0.4% | -16.6% | +16.2% | +6.2% |
| 3M | +16.9% | -3.5% | +20.4% | +17.1% |
| 6M | +26.6% | +15.4% | +11.2% | +17.5% |
| YTD | +15.8% | +51.2% | -35.4% | -3.7% |
| 1Y | +27.2% | +98.3% | -71.1% | -6.4% |
| 3Y | +132.4% | +651.5% | -519.1% | -3.4% |
| 5Y | +72.6% | +1,411.1% | -1,338.5% | -49.1% |
| 10Y | +389.7% | +1,424.3% | -1,034.6% | +23.8% |
| All | +1,376.8% | +10,171.0% | -8,794.2% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling