-2.1%
BROS vs CRL
-22.4%
+20.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.8% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -8.3% | +11.9% | -20.3% | -12.4% |
| 3M | -29.8% | +20.2% | -49.9% | -34.8% |
| 6M | -25.8% | +107.5% | -133.4% | -44.7% |
| YTD | -41.4% | +69.4% | -110.8% | -53.2% |
| 1Y | -35.2% | +99.7% | -134.9% | -51.4% |
| 3Y | +32.8% | +98.8% | -66.0% | -11.3% |
| 5Y | -42.2% | -12.4% | -29.7% | -37.8% |
| All | -2.1% | -22.4% | +20.3% | +17.2% |
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