+55.9%
BWA vs CRL
+78.8%
-23.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.4% | +2.8% |
| 7D | +5.7% | -1.0% | +6.7% | +5.7% |
| 30D | +1.4% | +10.7% | -9.2% | +0.8% |
| 3M | -12.1% | +55.3% | -67.4% | -13.6% |
| 6M | +28.6% | +60.7% | -32.1% | +24.9% |
| YTD | +51.1% | +44.6% | +6.5% | +50.3% |
| 1Y | +55.9% | +77.7% | -21.9% | +46.4% |
| All | +55.9% | +78.8% | -23.0% | +46.4% |
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 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