+258.8%
BBWI vs CRL
+1,379.5%
-1,120.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.4% |
| 7D | +1.5% | -1.0% | +2.5% | +1.8% |
| 30D | -5.2% | +10.7% | -15.8% | -9.0% |
| 3M | +11.1% | +55.3% | -44.2% | -6.5% |
| 6M | -13.4% | +60.7% | -74.0% | -28.6% |
| YTD | +0.1% | +44.6% | -44.5% | -14.6% |
| 1Y | -36.1% | +77.7% | -113.9% | -49.9% |
| 3Y | -44.1% | +37.6% | -81.7% | -54.0% |
| 5Y | -66.2% | -35.8% | -30.4% | -64.8% |
| 10Y | -54.8% | +241.7% | -296.5% | -73.0% |
| All | +258.8% | +1,379.5% | -1,120.7% | +50.3% |
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