-44.2%
BROS vs CRL
-6.0%
-38.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.7% | +1.9% | +5.0% |
| 7D | -17.9% | +4.4% | -22.3% | -19.1% |
| 30D | -5.4% | +17.1% | -22.4% | -10.8% |
| 3M | -32.1% | +32.1% | -64.2% | -38.9% |
| 6M | -31.7% | +98.9% | -130.6% | -47.9% |
| YTD | -41.2% | +77.1% | -118.3% | -53.6% |
| 1Y | -32.6% | +110.3% | -142.9% | -50.1% |
| 3Y | +32.7% | +108.5% | -75.8% | -12.3% |
| 5Y | -44.2% | -7.9% | -36.4% | -40.0% |
| All | -44.2% | -6.0% | -38.2% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling