+298.2%
BBWI vs CRL
+1,673.3%
-1,375.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | -4.2% | -1.7% | -2.5% | -4.1% |
| 30D | +24.9% | +14.6% | +10.3% | +17.7% |
| 3M | +13.2% | +24.8% | -11.6% | +3.0% |
| 6M | +12.1% | +94.7% | -82.6% | -14.1% |
| YTD | +11.1% | +73.4% | -62.3% | -12.2% |
| 1Y | +0.7% | +104.7% | -103.9% | -25.2% |
| 3Y | -23.8% | +101.1% | -124.8% | -45.8% |
| 5Y | -66.9% | -10.8% | -56.1% | -69.5% |
| 10Y | -45.3% | +358.8% | -404.1% | -70.7% |
| All | +298.2% | +1,673.3% | -1,375.2% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling