+140.1%
BP vs CRL
+354.1%
-214.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.3% |
| 7D | +2.5% | +8.9% | -6.4% | +0.8% |
| 30D | -5.6% | +14.0% | -19.6% | -8.1% |
| 3M | +8.0% | +19.8% | -11.8% | +3.9% |
| 6M | +5.7% | +102.0% | -96.4% | -9.1% |
| YTD | +36.8% | +70.8% | -34.0% | +20.4% |
| 1Y | +30.7% | +98.7% | -68.0% | +11.0% |
| 3Y | +51.6% | +98.2% | -46.5% | +21.2% |
| 5Y | +112.2% | -11.7% | +123.9% | +109.6% |
| All | +140.1% | +354.1% | -214.0% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling