+1,584.9%
CRS vs BAH
+886.2%
+698.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.2% |
| 7D | -0.2% | -3.2% | +3.0% | +0.9% |
| 30D | -16.6% | +2.0% | -18.6% | -17.4% |
| 3M | -3.5% | -7.6% | +4.2% | -1.6% |
| 6M | +15.4% | -5.7% | +21.1% | +15.5% |
| YTD | +51.2% | -11.7% | +62.9% | +52.3% |
| 1Y | +98.3% | -27.4% | +125.7% | +114.3% |
| 3Y | +651.5% | -32.5% | +684.1% | +685.8% |
| 5Y | +1,411.1% | -3.3% | +1,414.4% | +1,204.0% |
| 10Y | +1,424.3% | +186.0% | +1,238.3% | +719.9% |
| All | +1,584.9% | +886.2% | +698.7% | +398.2% |
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