-64.2%
BAX vs CRL
-12.1%
-52.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.1% | +0.1% | -0.1% | 0.0% |
| 30D | +4.1% | +11.9% | -7.8% | +0.4% |
| 3M | -4.5% | +20.2% | -24.7% | -9.8% |
| 6M | +49.2% | +107.5% | -58.3% | +20.8% |
| YTD | +35.2% | +69.4% | -34.2% | +14.4% |
| 1Y | +38.3% | +99.7% | -61.4% | +11.7% |
| 3Y | -19.0% | +98.8% | -117.8% | -37.4% |
| All | -64.2% | -12.1% | -52.1% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling