+38.4%
BP vs CRL
+67.6%
-29.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.2% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | +9.1% | +5.0% | +4.2% | +9.6% |
| 3M | +3.9% | +50.6% | -46.7% | +7.8% |
| 6M | +13.6% | +60.9% | -47.3% | +18.8% |
| YTD | +34.0% | +40.7% | -6.7% | +39.1% |
| All | +38.4% | +67.6% | -29.2% | +44.5% |
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 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