+8.2%
BR vs CRL
-37.6%
+45.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -5.0% | -4.6% | -0.4% | -4.2% |
| 30D | -2.5% | +0.5% | -2.9% | -2.6% |
| 3M | +13.5% | +46.6% | -33.1% | +5.4% |
| 6M | -9.4% | +57.3% | -66.7% | -17.5% |
| YTD | -23.3% | +39.5% | -62.8% | -28.7% |
| 1Y | -31.6% | +76.9% | -108.5% | -39.6% |
| 3Y | -5.1% | +39.4% | -44.4% | -15.4% |
| 5Y | +8.2% | -37.2% | +45.3% | +19.6% |
| All | +8.2% | -37.6% | +45.8% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling