-25.9%
BBWI vs CRL
+86.4%
-112.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.8% | -11.1% | -6.0% |
| 7D | -6.2% | -6.1% | -0.1% | -4.6% |
| 30D | +19.9% | +12.4% | +7.5% | +13.7% |
| 3M | +7.1% | +27.1% | -20.0% | -3.6% |
| 6M | +13.7% | +85.7% | -72.1% | -12.9% |
| YTD | +9.6% | +69.2% | -59.6% | -13.8% |
| 1Y | -1.6% | +97.5% | -99.2% | -27.4% |
| 3Y | -25.9% | +86.1% | -112.0% | -50.1% |
| All | -25.9% | +86.4% | -112.3% | -50.1% |
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