+62.8%
BWA vs CRL
+97.9%
-35.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +4.3% | +0.1% | +4.1% | +4.3% |
| 30D | -13.0% | +11.9% | -24.9% | -15.1% |
| 3M | -24.8% | +20.2% | -45.0% | -27.9% |
| 6M | -23.5% | +107.5% | -131.0% | -34.8% |
| YTD | +13.8% | +69.4% | -55.6% | +0.4% |
| 1Y | +13.4% | +99.7% | -86.3% | -4.6% |
| 3Y | +62.8% | +98.8% | -36.0% | +21.0% |
| All | +62.8% | +97.9% | -35.2% | +21.0% |
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