-4.6%
BROS vs CRL
-21.3%
+16.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -20.4% | +5.0% | -25.4% | -21.6% |
| 30D | -6.1% | +13.5% | -19.6% | -10.6% |
| 3M | -29.4% | +21.5% | -50.9% | -34.6% |
| 6M | -31.5% | +103.4% | -135.0% | -48.5% |
| YTD | -42.8% | +71.8% | -114.6% | -54.6% |
| 1Y | -37.5% | +97.5% | -135.0% | -52.9% |
| 3Y | +27.2% | +99.2% | -72.1% | -14.9% |
| 5Y | -47.0% | -12.1% | -34.8% | -42.7% |
| All | -4.6% | -21.3% | +16.7% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling