+134.0%
BP vs CRS
+1,409.1%
-1,275.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.5% |
| 7D | +5.7% | -4.1% | +9.9% | +6.9% |
| 30D | +8.1% | -16.6% | +24.7% | +13.6% |
| 3M | +8.6% | -14.3% | +22.9% | +12.1% |
| 6M | +18.1% | +11.6% | +6.5% | +10.9% |
| YTD | +37.6% | +42.6% | -5.0% | +18.9% |
| 1Y | +39.4% | +81.8% | -42.4% | +9.9% |
| 3Y | +40.1% | +632.1% | -592.0% | -36.4% |
| 5Y | +141.3% | +1,401.6% | -1,260.3% | -22.2% |
| All | +134.0% | +1,409.1% | -1,275.0% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling