-39.3%
BAX vs CRS
+1,392.1%
-1,431.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.4% |
| 7D | -7.9% | -6.8% | -1.1% | -7.0% |
| 30D | -11.7% | -16.1% | +4.5% | -9.6% |
| 3M | +16.2% | -21.2% | +37.4% | +19.5% |
| 6M | +32.0% | +8.7% | +23.3% | +29.3% |
| YTD | +24.7% | +41.0% | -16.3% | +17.7% |
| 1Y | -2.6% | +82.7% | -85.3% | -11.8% |
| 3Y | -35.0% | +604.8% | -639.8% | -50.8% |
| 5Y | -67.6% | +1,384.7% | -1,452.2% | -78.1% |
| All | -39.3% | +1,392.1% | -1,431.4% | -59.9% |
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