-24.3%
BB vs CRL
-37.4%
+13.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +3.2% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | -12.4% | +5.0% | -17.3% | -14.2% |
| 3M | -15.3% | +50.6% | -65.9% | -28.6% |
| 6M | +128.8% | +60.9% | +67.8% | +85.1% |
| YTD | +107.7% | +40.7% | +66.9% | +76.4% |
| 1Y | +103.9% | +73.3% | +30.6% | +56.6% |
| 3Y | +72.6% | +40.6% | +32.0% | +36.4% |
| 5Y | -24.3% | -37.0% | +12.7% | -25.2% |
| All | -24.3% | -37.4% | +13.2% | -25.2% |
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