-34.8%
BROS vs CRS
+102.1%
-136.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.5% |
| 7D | -6.7% | -0.2% | -6.4% | -6.7% |
| 30D | -29.1% | -16.6% | -12.4% | -27.2% |
| 3M | -16.7% | -3.5% | -13.2% | -16.6% |
| 6M | -11.6% | +15.4% | -27.1% | -14.2% |
| YTD | -23.9% | +51.2% | -75.1% | -25.3% |
| 1Y | -34.8% | +98.3% | -133.1% | -34.9% |
| All | -34.8% | +102.1% | -136.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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