-32.0%
BAX vs CRS
+653.3%
-685.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.2% | -3.1% |
| 7D | -2.4% | -3.1% | +0.6% | -1.9% |
| 30D | -9.7% | -19.6% | +9.9% | -6.2% |
| 3M | +29.3% | -8.1% | +37.3% | +29.8% |
| 6M | +40.7% | +18.6% | +22.1% | +33.5% |
| YTD | +30.3% | +45.9% | -15.6% | +18.5% |
| 1Y | +3.4% | +82.5% | -79.1% | -10.5% |
| 3Y | -32.0% | +648.9% | -680.9% | -51.6% |
| All | -32.0% | +653.3% | -685.3% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling