-17.6%
BB vs CRL
-6.0%
-11.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +3.6% |
| 7D | +15.0% | +4.4% | +10.6% | +12.6% |
| 30D | +3.5% | +17.1% | -13.6% | -2.9% |
| 3M | +2.7% | +32.1% | -29.4% | -8.6% |
| 6M | +44.7% | +98.9% | -54.2% | +7.9% |
| YTD | +143.3% | +77.1% | +66.1% | +87.4% |
| 1Y | +102.2% | +110.3% | -8.1% | +44.0% |
| 3Y | +156.1% | +108.5% | +47.6% | +67.2% |
| 5Y | -17.6% | -7.9% | -9.8% | -18.3% |
| All | -17.6% | -6.0% | -11.6% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling