+934.1%
CRS vs BAH
+1,076.0%
-141.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +4.8% | +1.7% | +3.1% | +4.2% |
| 30D | -23.2% | +20.8% | -44.0% | -28.5% |
| 3M | -45.5% | +11.6% | -57.1% | -48.1% |
| 6M | -33.1% | +23.1% | -56.2% | -39.2% |
| YTD | -7.2% | +5.3% | -12.5% | -13.0% |
| 1Y | -10.0% | +6.1% | -16.2% | -16.2% |
| 3Y | +332.3% | -27.5% | +359.8% | +342.3% |
| 5Y | +801.9% | +6.2% | +795.7% | +656.0% |
| 10Y | +820.9% | +202.2% | +618.7% | +383.0% |
| All | +934.1% | +1,076.0% | -141.9% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling