+50.3%
BP vs CRS
+343.5%
-293.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.0% |
| 7D | +3.8% | +4.8% | -1.0% | +3.5% |
| 30D | -5.3% | -23.2% | +17.9% | -4.0% |
| 3M | +9.3% | -45.5% | +54.8% | +13.3% |
| 6M | +7.2% | -33.1% | +40.3% | +8.6% |
| YTD | +38.0% | -7.2% | +45.2% | +33.4% |
| 1Y | +33.2% | -10.0% | +43.2% | +29.2% |
| 3Y | +50.3% | +332.3% | -282.0% | +19.2% |
| All | +50.3% | +343.5% | -293.2% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling