+20.1%
BR vs CRL
-12.2%
+32.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.9% | +5.0% | -3.1% | +1.0% |
| 30D | +15.9% | +13.5% | +2.4% | +12.8% |
| 3M | +13.7% | +21.5% | -7.9% | +9.1% |
| 6M | +31.0% | +103.4% | -72.4% | +14.0% |
| YTD | -12.0% | +71.8% | -83.8% | -21.5% |
| 1Y | -11.5% | +97.5% | -109.0% | -23.3% |
| 3Y | +14.9% | +99.2% | -84.3% | -5.4% |
| 5Y | +20.1% | -12.1% | +32.2% | +24.0% |
| All | +20.1% | -12.2% | +32.3% | +24.0% |
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