+156.1%
BB vs CRL
+99.4%
+56.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +4.0% |
| 7D | +15.0% | +4.4% | +10.6% | +13.1% |
| 30D | +3.5% | +17.1% | -13.6% | -1.5% |
| 3M | +2.7% | +32.1% | -29.4% | -6.0% |
| 6M | +44.7% | +98.9% | -54.2% | +15.9% |
| YTD | +143.3% | +77.1% | +66.1% | +99.9% |
| 1Y | +102.2% | +110.3% | -8.1% | +56.5% |
| 3Y | +156.1% | +108.5% | +47.6% | +86.7% |
| All | +156.1% | +99.4% | +56.7% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling