-48.5%
BBWI vs CRL
+354.1%
-402.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -4.5% | +8.9% | -13.4% | -8.5% |
| 30D | +17.1% | +14.0% | +3.1% | +8.6% |
| 3M | +17.5% | +19.8% | -2.4% | +5.8% |
| 6M | +12.8% | +102.0% | -89.2% | -22.1% |
| YTD | +8.2% | +70.8% | -62.7% | -20.4% |
| 1Y | -1.8% | +98.7% | -100.5% | -33.1% |
| 3Y | -25.8% | +98.2% | -123.9% | -53.6% |
| 5Y | -68.0% | -11.7% | -56.3% | -70.0% |
| All | -48.5% | +354.1% | -402.5% | -80.2% |
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 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