+1,586.8%
BWA vs CRL
+1,633.2%
-46.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +4.3% | +0.1% | +4.1% | +4.2% |
| 30D | -13.0% | +11.9% | -24.9% | -16.5% |
| 3M | -24.8% | +20.2% | -45.0% | -29.8% |
| 6M | -23.5% | +107.5% | -131.0% | -40.6% |
| YTD | +13.8% | +69.4% | -55.6% | -7.6% |
| 1Y | +13.4% | +99.7% | -86.3% | -13.0% |
| 3Y | +62.8% | +98.8% | -36.0% | +17.8% |
| 5Y | +28.5% | -12.4% | +40.9% | +18.5% |
| 10Y | +95.4% | +352.9% | -257.5% | -3.8% |
| All | +1,586.8% | +1,633.2% | -46.4% | +503.2% |
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