+65.6%
BROS vs CRL
+37.9%
+27.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.9% |
| 7D | -0.9% | -0.6% | -0.4% | -0.8% |
| 30D | -13.5% | +5.0% | -18.4% | -14.5% |
| 3M | -18.4% | +50.6% | -69.0% | -26.8% |
| 6M | -10.6% | +60.9% | -71.5% | -21.6% |
| YTD | -25.1% | +40.7% | -65.8% | -32.2% |
| 1Y | -28.6% | +73.3% | -102.0% | -38.6% |
| 3Y | +65.6% | +40.6% | +25.0% | +34.3% |
| All | +65.6% | +37.9% | +27.7% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling