-20.9%
BAX vs CRL
+86.4%
-107.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -1.5% |
| 7D | +12.1% | -6.1% | +18.2% | +13.6% |
| 30D | +7.6% | +12.4% | -4.8% | +3.5% |
| 3M | -4.5% | +27.1% | -31.6% | -11.4% |
| 6M | +52.0% | +85.7% | -33.7% | +25.4% |
| YTD | +35.1% | +69.2% | -34.1% | +13.2% |
| 1Y | +43.7% | +97.5% | -53.8% | +14.8% |
| 3Y | -20.9% | +86.1% | -107.0% | -42.0% |
| All | -20.9% | +86.4% | -107.3% | -42.0% |
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