+131.0%
BAX vs CRL
+1,630.9%
-1,499.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | -1.3% |
| 7D | +12.1% | -6.1% | +18.2% | +13.4% |
| 30D | +7.6% | +12.4% | -4.8% | +4.2% |
| 3M | -4.5% | +27.1% | -31.6% | -10.3% |
| 6M | +52.0% | +85.7% | -33.7% | +29.8% |
| YTD | +35.1% | +69.2% | -34.1% | +17.0% |
| 1Y | +43.7% | +97.5% | -53.8% | +19.9% |
| 3Y | -20.9% | +86.1% | -107.0% | -35.3% |
| 5Y | -63.5% | -10.0% | -53.5% | -65.9% |
| 10Y | -36.0% | +395.0% | -431.0% | -59.8% |
| All | +131.0% | +1,630.9% | -1,499.8% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling