-42.5%
BBWI vs CRL
+42.4%
-84.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.5% |
| 7D | +1.5% | -1.0% | +2.5% | +1.9% |
| 30D | -5.2% | +10.7% | -15.8% | -9.2% |
| 3M | +11.1% | +55.3% | -44.2% | -7.6% |
| 6M | -13.4% | +60.7% | -74.0% | -29.6% |
| YTD | +0.1% | +44.6% | -44.5% | -15.6% |
| 1Y | -36.1% | +77.7% | -113.9% | -50.8% |
| All | -42.5% | +42.4% | -84.9% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling