+44.2%
BP vs CRL
+86.4%
-42.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -0.8% |
| 7D | -11.6% | -6.1% | -5.5% | -11.3% |
| 30D | 0.0% | +12.4% | -12.3% | -0.5% |
| 3M | +6.7% | +27.1% | -20.4% | +5.4% |
| 6M | +2.2% | +85.7% | -83.6% | -1.8% |
| YTD | +33.0% | +69.2% | -36.2% | +28.5% |
| 1Y | +30.7% | +97.5% | -66.8% | +24.1% |
| 3Y | +44.2% | +86.1% | -41.9% | +33.9% |
| All | +44.2% | +86.4% | -42.2% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling