-3.8%
BROS vs CRL
-20.6%
+16.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.2% |
| 7D | -19.0% | -1.7% | -17.3% | -18.5% |
| 30D | -7.3% | +14.6% | -21.8% | -12.0% |
| 3M | -31.2% | +24.8% | -56.0% | -37.0% |
| 6M | -33.0% | +94.7% | -127.7% | -48.8% |
| YTD | -42.4% | +73.4% | -115.7% | -54.4% |
| 1Y | -37.7% | +104.7% | -142.4% | -53.7% |
| 3Y | +28.2% | +101.1% | -72.9% | -14.5% |
| 5Y | -43.4% | -10.8% | -32.6% | -39.3% |
| All | -3.8% | -20.6% | +16.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling