-27.5%
BAH vs CRL
+97.9%
-125.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +20.8% | +11.9% | +8.9% | +18.8% |
| 3M | +11.6% | +20.2% | -8.6% | +8.6% |
| 6M | +23.1% | +107.5% | -84.4% | +10.7% |
| YTD | +5.3% | +69.4% | -64.2% | -3.1% |
| 1Y | +6.1% | +99.7% | -93.6% | -4.3% |
| 3Y | -27.5% | +98.8% | -126.3% | -36.0% |
| All | -27.5% | +97.9% | -125.4% | -36.0% |
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