+883.7%
BAH vs CRL
+774.2%
+109.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -3.2% | -1.0% | -2.2% | -3.1% |
| 30D | +2.0% | +10.7% | -8.6% | -0.3% |
| 3M | -7.6% | +55.3% | -62.9% | -16.9% |
| 6M | -5.7% | +60.7% | -66.3% | -16.6% |
| YTD | -11.7% | +44.6% | -56.4% | -20.1% |
| 1Y | -27.4% | +77.7% | -105.1% | -37.5% |
| 3Y | -32.5% | +37.6% | -70.2% | -41.1% |
| 5Y | -3.3% | -35.8% | +32.5% | +0.9% |
| 10Y | +186.0% | +241.7% | -55.7% | +64.0% |
| All | +883.7% | +774.2% | +109.4% | +303.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling