+801.7%
CRS vs BAH
+198.8%
+603.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +4.8% | +1.7% | +3.1% | +4.3% |
| 30D | -23.2% | +20.8% | -44.0% | -28.0% |
| 3M | -45.5% | +11.6% | -57.1% | -47.9% |
| 6M | -33.1% | +23.1% | -56.2% | -38.6% |
| YTD | -7.2% | +5.3% | -12.5% | -12.4% |
| 1Y | -10.0% | +6.1% | -16.2% | -15.6% |
| 3Y | +332.3% | -27.5% | +359.8% | +341.4% |
| 5Y | +801.9% | +6.2% | +795.7% | +629.7% |
| All | +801.7% | +198.8% | +603.0% | +336.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling