-17.9%
BB vs CRL
+1,379.5%
-1,397.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -5.6% | -1.0% | -4.6% | -5.3% |
| 30D | -11.8% | +10.7% | -22.5% | -15.4% |
| 3M | -25.5% | +55.3% | -80.8% | -37.8% |
| 6M | +121.3% | +60.7% | +60.6% | +79.7% |
| YTD | +103.2% | +44.6% | +58.5% | +70.9% |
| 1Y | +102.6% | +77.7% | +24.9% | +55.2% |
| 3Y | +37.5% | +37.6% | -0.1% | +10.0% |
| 5Y | -30.4% | -35.8% | +5.4% | -26.8% |
| 10Y | 0.0% | +241.7% | -241.7% | -47.5% |
| All | -17.9% | +1,379.5% | -1,397.4% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling