+183.9%
BAH vs CRL
+241.6%
-57.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.4% |
| 7D | -4.3% | -0.6% | -3.8% | -4.3% |
| 30D | -4.5% | +5.0% | -9.4% | -5.4% |
| 3M | -7.6% | +50.6% | -58.2% | -15.0% |
| 6M | -10.6% | +60.9% | -71.5% | -19.5% |
| YTD | -12.6% | +40.7% | -53.3% | -19.2% |
| 1Y | -27.0% | +73.3% | -100.3% | -35.4% |
| 3Y | -31.5% | +40.6% | -72.1% | -39.1% |
| 5Y | -3.8% | -37.0% | +33.2% | +1.7% |
| 10Y | +183.9% | +244.3% | -60.3% | +77.8% |
| All | +183.9% | +241.6% | -57.7% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling