+1,416.6%
CRS vs BAH
-3.7%
+1,420.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | -18.1% | -6.6% | -11.5% | -17.3% |
| 3M | -12.4% | -7.2% | -5.3% | -11.4% |
| 6M | +15.9% | -10.0% | +25.9% | +17.4% |
| YTD | +45.8% | -12.5% | +58.3% | +46.7% |
| 1Y | +87.8% | -27.9% | +115.7% | +97.4% |
| 3Y | +648.7% | -31.4% | +680.1% | +640.0% |
| 5Y | +1,416.6% | -3.2% | +1,419.9% | +1,218.1% |
| All | +1,416.6% | -3.7% | +1,420.3% | +1,218.1% |
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 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