+69.0%
BWA vs CRL
+38.7%
+30.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | +0.1% | -4.6% | +4.7% | +1.1% |
| 30D | -5.6% | +0.5% | -6.0% | -5.7% |
| 3M | -10.7% | +46.6% | -57.3% | -17.6% |
| 6M | +23.2% | +57.3% | -34.1% | +11.2% |
| YTD | +46.0% | +39.5% | +6.5% | +34.8% |
| 1Y | +51.2% | +76.9% | -25.7% | +30.3% |
| All | +69.0% | +38.7% | +30.3% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling