+1,335.7%
BP vs CRS
+10,171.0%
-8,835.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | +3.9% | -0.2% | +4.2% | +4.0% |
| 30D | +7.6% | -16.6% | +24.2% | +12.9% |
| 3M | +0.7% | -3.5% | +4.2% | +0.5% |
| 6M | +15.5% | +15.4% | +0.1% | +8.0% |
| YTD | +30.8% | +51.2% | -20.4% | +12.6% |
| 1Y | +34.3% | +98.3% | -64.0% | +5.5% |
| 3Y | +35.1% | +651.5% | -616.5% | -32.5% |
| 5Y | +126.8% | +1,411.1% | -1,284.3% | -12.9% |
| 10Y | +123.4% | +1,424.3% | -1,301.0% | -23.0% |
| All | +1,335.7% | +10,171.0% | -8,835.3% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling