+98.3%
CRS vs BAH
-28.2%
+126.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +1.6% |
| 7D | -0.2% | -3.2% | +3.0% | -0.4% |
| 30D | -16.6% | +2.0% | -18.6% | -16.5% |
| 3M | -3.5% | -7.6% | +4.2% | -3.2% |
| 6M | +15.4% | -5.7% | +21.1% | +16.0% |
| YTD | +51.2% | -11.7% | +62.9% | +49.0% |
| 1Y | +98.3% | -27.4% | +125.7% | +102.2% |
| All | +98.3% | -28.2% | +126.5% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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