-26.6%
BAH vs CRL
+86.4%
-113.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.8% | -12.3% | -5.3% |
| 7D | -3.5% | -6.1% | +2.5% | -3.0% |
| 30D | +24.3% | +12.4% | +11.9% | +22.2% |
| 3M | +16.3% | +27.1% | -10.8% | +12.4% |
| 6M | +13.6% | +85.7% | -72.1% | +3.9% |
| YTD | +3.5% | +69.2% | -65.7% | -4.6% |
| 1Y | +2.7% | +97.5% | -94.8% | -7.1% |
| 3Y | -26.6% | +86.1% | -112.7% | -32.7% |
| All | -26.6% | +86.4% | -113.0% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling