+6.4%
BAH vs CRL
+85.3%
-79.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.7% | +2.2% |
| 7D | +5.8% | -12.8% | +18.5% | +7.3% |
| 30D | +28.7% | +5.0% | +23.7% | +27.4% |
| 3M | +20.9% | +39.4% | -18.5% | +14.5% |
| 6M | +15.2% | +89.4% | -74.2% | +2.1% |
| YTD | +7.1% | +63.6% | -56.5% | -1.8% |
| 1Y | +6.4% | +83.5% | -77.1% | -4.8% |
| All | +6.4% | +85.3% | -79.0% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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