-33.1%
BAX vs CRS
+790.4%
-823.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +0.6% |
| 7D | +0.1% | +4.8% | -4.7% | -0.6% |
| 30D | +4.1% | -23.2% | +27.2% | +7.1% |
| 3M | -4.5% | -45.5% | +41.0% | +2.9% |
| 6M | +49.2% | -33.1% | +82.4% | +55.4% |
| YTD | +35.2% | -7.2% | +42.5% | +34.0% |
| 1Y | +38.3% | -10.0% | +48.3% | +37.5% |
| 3Y | -19.0% | +332.3% | -351.4% | -35.3% |
| 5Y | -64.2% | +801.9% | -866.0% | -74.5% |
| All | -33.1% | +790.4% | -823.6% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling