+127.0%
BP vs CRL
+353.6%
-226.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -6.3% | -1.7% | -4.6% | -6.1% |
| 30D | -3.6% | +14.6% | -18.2% | -6.2% |
| 3M | +5.2% | +24.8% | -19.6% | +0.5% |
| 6M | +5.3% | +94.7% | -89.4% | -8.7% |
| YTD | +33.1% | +73.4% | -40.2% | +16.8% |
| 1Y | +26.3% | +104.7% | -78.4% | +6.6% |
| 3Y | +47.5% | +101.1% | -53.6% | +17.6% |
| 5Y | +106.2% | -10.8% | +117.0% | +103.4% |
| 10Y | +127.0% | +358.8% | -231.8% | +30.3% |
| All | +127.0% | +353.6% | -226.7% | +30.3% |
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 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