+34.3%
BP vs CRS
+102.1%
-67.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.6% |
| 7D | +3.9% | -0.2% | +4.2% | +3.9% |
| 30D | +7.6% | -16.6% | +24.2% | +7.2% |
| 3M | +0.7% | -3.5% | +4.2% | +0.1% |
| 6M | +15.5% | +15.4% | +0.1% | +14.3% |
| YTD | +30.8% | +51.2% | -20.4% | +25.3% |
| 1Y | +34.3% | +98.3% | -64.0% | +24.0% |
| All | +34.3% | +102.1% | -67.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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