+1,323.2%
CRS vs BAH
+207.9%
+1,115.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -6.8% | +4.3% | -11.0% | -8.1% |
| 30D | -16.1% | -2.5% | -13.7% | -15.6% |
| 3M | -21.2% | -0.9% | -20.2% | -21.6% |
| 6M | +8.7% | +1.5% | +7.2% | +6.2% |
| YTD | +41.0% | -8.0% | +48.9% | +39.9% |
| 1Y | +82.7% | -24.7% | +107.4% | +95.5% |
| 3Y | +604.8% | -28.4% | +633.2% | +607.6% |
| 5Y | +1,384.7% | +2.8% | +1,381.9% | +1,080.7% |
| All | +1,323.2% | +207.9% | +1,115.3% | +501.1% |
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