-24.0%
BAH vs CRL
+73.3%
-97.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.9% | +6.7% | +5.1% |
| 7D | +2.4% | -6.9% | +9.4% | +3.6% |
| 30D | -2.9% | -3.2% | +0.2% | -2.5% |
| 3M | -1.3% | +46.5% | -47.9% | -8.7% |
| 6M | -0.9% | +63.1% | -64.0% | -11.9% |
| YTD | -8.2% | +36.9% | -45.1% | -14.1% |
| 1Y | -24.0% | +78.1% | -102.1% | -33.6% |
| All | -24.0% | +73.3% | -97.3% | -33.6% |
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