+2,138.7%
BWA vs CRL
+1,379.5%
+759.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.4% | +3.3% |
| 7D | +5.7% | -1.0% | +6.7% | +6.0% |
| 30D | +1.4% | +10.7% | -9.2% | -1.9% |
| 3M | -12.1% | +55.3% | -67.4% | -24.2% |
| 6M | +28.6% | +60.7% | -32.1% | +8.2% |
| YTD | +51.1% | +44.6% | +6.5% | +30.0% |
| 1Y | +55.9% | +77.7% | -21.9% | +24.3% |
| 3Y | +70.1% | +37.6% | +32.5% | +39.7% |
| 5Y | +90.7% | -35.8% | +126.5% | +95.5% |
| 10Y | +154.0% | +241.7% | -87.8% | +37.9% |
| All | +2,138.7% | +1,379.5% | +759.2% | +749.1% |
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