+875.2%
BAX vs CRS
+6,203.6%
-5,328.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | -4.5% | -45.5% | +41.0% | +3.0% |
| 6M | +49.2% | -33.1% | +82.4% | +55.7% |
| YTD | +35.2% | -7.2% | +42.5% | +34.3% |
| 1Y | +38.3% | -10.0% | +48.3% | +37.8% |
| 3Y | -19.0% | +332.3% | -351.4% | -36.1% |
| 5Y | -64.2% | +801.9% | -866.0% | -75.0% |
| 10Y | -35.7% | +820.9% | -856.6% | -58.6% |
| All | +875.2% | +6,203.6% | -5,328.5% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling