+133.9%
BP vs CRL
+244.4%
-110.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.9% |
| 7D | +4.0% | -4.6% | +8.6% | +4.9% |
| 30D | +7.8% | +0.5% | +7.4% | +7.6% |
| 3M | +8.4% | +46.6% | -38.2% | -0.2% |
| 6M | +15.1% | +57.3% | -42.2% | +3.4% |
| YTD | +36.4% | +39.5% | -3.1% | +25.1% |
| 1Y | +40.9% | +76.9% | -36.0% | +21.6% |
| 3Y | +38.8% | +39.4% | -0.5% | +20.4% |
| 5Y | +141.1% | -37.2% | +178.3% | +159.0% |
| 10Y | +133.9% | +253.4% | -119.5% | +35.9% |
| All | +133.9% | +244.4% | -110.5% | +35.9% |
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