+15.7%
BWA vs CRL
+85.3%
-69.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.7% | -2.4% |
| 7D | -9.9% | -12.8% | +2.9% | -9.6% |
| 30D | -16.4% | +5.0% | -21.4% | -16.3% |
| 3M | -19.8% | +39.4% | -59.2% | -20.2% |
| 6M | -10.0% | +89.4% | -99.3% | -10.1% |
| YTD | +12.7% | +63.6% | -50.8% | +13.8% |
| 1Y | +15.7% | +83.5% | -67.8% | +13.5% |
| All | +15.7% | +85.3% | -69.7% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling