-66.7%
BBWI vs CRL
-37.4%
-29.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.1% |
| 7D | +1.6% | -0.6% | +2.1% | +1.7% |
| 30D | -6.2% | +5.0% | -11.2% | -8.4% |
| 3M | +4.3% | +50.6% | -46.2% | -12.4% |
| 6M | -7.2% | +60.9% | -68.1% | -24.9% |
| YTD | -3.0% | +40.7% | -43.8% | -17.6% |
| 1Y | -30.8% | +73.3% | -104.1% | -46.3% |
| 3Y | -43.4% | +40.6% | -84.0% | -55.0% |
| 5Y | -66.7% | -37.0% | -29.7% | -69.0% |
| All | -66.7% | -37.4% | -29.3% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling