+1,316.6%
BR vs CRL
+615.0%
+701.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | +14.4% | +11.9% | +2.5% | +10.0% |
| 3M | +12.4% | +20.2% | -7.7% | +5.8% |
| 6M | +35.4% | +107.5% | -72.1% | +8.5% |
| YTD | -12.2% | +69.4% | -81.6% | -26.5% |
| 1Y | -12.7% | +99.7% | -112.5% | -30.5% |
| 3Y | +14.3% | +98.8% | -84.5% | -14.8% |
| 5Y | +19.3% | -12.4% | +31.7% | +11.9% |
| 10Y | +278.1% | +352.9% | -74.7% | +94.8% |
| All | +1,316.6% | +615.0% | +701.6% | +490.4% |
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