+131.4%
BAX vs CRL
+1,379.5%
-1,248.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -5.5% | +10.7% | -16.1% | -7.7% |
| 3M | +33.5% | +55.3% | -21.7% | +19.9% |
| 6M | +35.9% | +60.7% | -24.8% | +20.3% |
| YTD | +35.4% | +44.6% | -9.3% | +22.3% |
| 1Y | +9.8% | +77.7% | -68.0% | -5.8% |
| 3Y | -32.7% | +37.6% | -70.4% | -40.8% |
| 5Y | -65.6% | -35.8% | -29.7% | -65.2% |
| 10Y | -34.9% | +241.7% | -276.7% | -55.6% |
| All | +131.4% | +1,379.5% | -1,248.1% | +29.7% |
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