+208.8%
BAH vs CRL
+400.8%
-192.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +0.8% |
| 7D | -1.5% | +4.4% | -5.9% | -2.5% |
| 30D | +17.3% | +17.1% | +0.2% | +13.4% |
| 3M | +14.9% | +32.1% | -17.2% | +8.3% |
| 6M | +14.2% | +98.9% | -84.7% | -1.1% |
| YTD | +5.1% | +77.1% | -72.0% | -7.5% |
| 1Y | +2.1% | +110.3% | -108.2% | -13.1% |
| 3Y | -26.0% | +108.5% | -134.5% | -39.5% |
| 5Y | +9.0% | -7.9% | +16.8% | +5.6% |
| 10Y | +208.8% | +368.9% | -160.1% | +79.1% |
| All | +208.8% | +400.8% | -192.0% | +79.1% |
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