+37.9%
BAX vs CRL
+97.0%
-59.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.2% |
| 7D | +0.4% | +8.9% | -8.5% | -1.3% |
| 30D | +3.4% | +14.0% | -10.6% | -0.1% |
| 3M | -4.5% | +19.8% | -24.3% | -8.8% |
| 6M | +44.0% | +102.0% | -58.0% | +19.9% |
| YTD | +34.9% | +70.8% | -36.0% | +13.1% |
| 1Y | +37.9% | +98.7% | -60.8% | +8.4% |
| All | +37.9% | +97.0% | -59.1% | +8.4% |
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 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