-1.8%
BROS vs CRL
-18.9%
+17.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.7% | +1.9% | +5.0% |
| 7D | -17.9% | +4.4% | -22.3% | -19.2% |
| 30D | -5.4% | +17.1% | -22.4% | -10.9% |
| 3M | -32.1% | +32.1% | -64.2% | -39.1% |
| 6M | -31.7% | +98.9% | -130.6% | -48.1% |
| YTD | -41.2% | +77.1% | -118.3% | -53.8% |
| 1Y | -32.6% | +110.3% | -142.9% | -50.4% |
| 3Y | +32.7% | +108.5% | -75.8% | -12.9% |
| 5Y | -44.2% | -7.9% | -36.4% | -41.2% |
| All | -1.8% | -18.9% | +17.0% | +15.8% |
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