-37.1%
BAX vs CRL
+241.6%
-278.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -3.0% |
| 7D | -2.4% | -0.6% | -1.9% | -2.3% |
| 30D | -9.7% | +5.0% | -14.7% | -11.0% |
| 3M | +29.3% | +50.6% | -21.3% | +14.6% |
| 6M | +40.7% | +60.9% | -20.3% | +21.3% |
| YTD | +30.3% | +40.7% | -10.5% | +16.1% |
| 1Y | +3.4% | +73.3% | -69.9% | -13.6% |
| 3Y | -32.0% | +40.6% | -72.6% | -42.4% |
| 5Y | -66.9% | -37.0% | -29.9% | -65.9% |
| 10Y | -37.1% | +244.3% | -281.3% | -61.4% |
| All | -37.1% | +241.6% | -278.7% | -61.4% |
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