-37.7%
BROS vs CRL
+106.9%
-144.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | -19.0% | -1.7% | -17.3% | -18.7% |
| 30D | -7.3% | +14.6% | -21.8% | -11.1% |
| 3M | -31.2% | +24.8% | -56.0% | -35.9% |
| 6M | -33.0% | +94.7% | -127.7% | -47.5% |
| YTD | -42.4% | +73.4% | -115.7% | -53.3% |
| 1Y | -37.7% | +104.7% | -142.4% | -57.1% |
| All | -37.7% | +106.9% | -144.6% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling