+2.4%
BB vs CRL
+244.4%
-242.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.2% |
| 7D | +1.8% | -4.6% | +6.4% | +3.8% |
| 30D | -12.2% | +0.5% | -12.7% | -12.6% |
| 3M | -12.3% | +46.6% | -58.9% | -25.9% |
| 6M | +122.7% | +57.3% | +65.4% | +79.7% |
| YTD | +104.5% | +39.5% | +64.9% | +72.6% |
| 1Y | +106.7% | +76.9% | +29.8% | +55.1% |
| 3Y | +70.0% | +39.4% | +30.6% | +32.7% |
| 5Y | -27.8% | -37.2% | +9.4% | -21.9% |
| 10Y | +2.4% | +253.4% | -251.0% | -51.5% |
| All | +2.4% | +244.4% | -242.1% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling