+36.6%
BP vs CRL
+85.3%
-48.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.3% | +3.1% | -4.7% |
| 7D | -8.4% | -12.8% | +4.4% | -9.4% |
| 30D | +2.2% | +5.0% | -2.8% | +3.2% |
| 3M | +8.8% | +39.4% | -30.6% | +13.5% |
| 6M | -0.5% | +89.4% | -89.9% | +6.5% |
| YTD | +36.2% | +63.6% | -27.4% | +44.3% |
| 1Y | +36.6% | +83.5% | -46.9% | +43.7% |
| All | +36.6% | +85.3% | -48.8% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling