-29.9%
BAX vs CRL
+42.4%
-72.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -5.5% | +10.7% | -16.1% | -8.2% |
| 3M | +33.5% | +55.3% | -21.7% | +17.1% |
| 6M | +35.9% | +60.7% | -24.8% | +17.0% |
| YTD | +35.4% | +44.6% | -9.3% | +19.4% |
| 1Y | +9.8% | +77.7% | -68.0% | -9.4% |
| All | -29.9% | +42.4% | -72.3% | -43.5% |
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