+815.9%
CRS vs BAH
+6.1%
+809.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +4.8% | +1.7% | +3.1% | +4.6% |
| 30D | -23.2% | +20.8% | -44.0% | -25.2% |
| 3M | -45.5% | +11.6% | -57.1% | -46.4% |
| 6M | -33.1% | +23.1% | -56.2% | -35.4% |
| YTD | -7.2% | +5.3% | -12.5% | -9.2% |
| 1Y | -10.0% | +6.1% | -16.2% | -12.3% |
| 3Y | +332.3% | -27.5% | +359.8% | +337.3% |
| All | +815.9% | +6.1% | +809.7% | +683.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling