+648.9%
CRS vs BAH
-32.1%
+681.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.5% |
| 7D | -3.1% | -4.3% | +1.3% | -2.8% |
| 30D | -19.6% | -4.5% | -15.1% | -19.4% |
| 3M | -8.1% | -7.6% | -0.5% | -7.4% |
| 6M | +18.6% | -10.6% | +29.2% | +19.7% |
| YTD | +45.9% | -12.6% | +58.4% | +46.2% |
| 1Y | +82.5% | -27.0% | +109.5% | +87.6% |
| 3Y | +648.9% | -31.5% | +680.4% | +617.4% |
| All | +648.9% | -32.1% | +681.0% | +617.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling