+1,172.5%
BR vs CRL
+510.3%
+662.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.9% |
| 7D | -5.3% | -1.0% | -4.3% | -5.0% |
| 30D | +6.4% | +10.7% | -4.2% | +3.5% |
| 3M | +13.6% | +55.3% | -41.6% | 0.0% |
| 6M | -6.7% | +60.7% | -67.4% | -19.6% |
| YTD | -21.1% | +44.6% | -65.7% | -30.3% |
| 1Y | -29.6% | +77.7% | -107.3% | -41.8% |
| 3Y | -2.4% | +37.6% | -40.0% | -18.1% |
| 5Y | +11.2% | -35.8% | +47.1% | +15.5% |
| 10Y | +191.8% | +241.7% | -50.0% | +64.5% |
| All | +1,172.5% | +510.3% | +662.2% | +459.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling