+22.6%
BROS vs CRL
-36.1%
+58.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -6.6% | -4.6% | -2.0% | -5.0% |
| 30D | -12.3% | +0.5% | -12.8% | -12.5% |
| 3M | -22.2% | +46.6% | -68.8% | -33.2% |
| 6M | -14.3% | +57.3% | -71.5% | -29.1% |
| YTD | -26.6% | +39.5% | -66.1% | -36.6% |
| 1Y | -31.5% | +76.9% | -108.4% | -46.3% |
| 3Y | +62.3% | +39.4% | +22.9% | +27.8% |
| All | +22.6% | -36.1% | +58.6% | +58.7% |
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