-57.4%
BBWI vs CRL
+244.4%
-301.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -5.9% |
| 7D | -4.4% | -4.6% | +0.2% | -2.3% |
| 30D | -7.4% | +0.5% | -7.9% | -8.0% |
| 3M | -2.2% | +46.6% | -48.8% | -20.0% |
| 6M | -16.3% | +57.3% | -73.6% | -34.7% |
| YTD | -9.1% | +39.5% | -48.7% | -25.2% |
| 1Y | -34.5% | +76.9% | -111.4% | -52.7% |
| 3Y | -47.0% | +39.4% | -86.3% | -60.0% |
| 5Y | -68.8% | -37.2% | -31.7% | -65.0% |
| 10Y | -57.4% | +253.4% | -310.8% | -82.0% |
| All | -57.4% | +244.4% | -301.8% | -82.0% |
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