-2.1%
BROS vs CRS
+865.7%
-867.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.7% | +9.2% | +7.3% |
| 7D | +6.3% | +4.8% | +1.5% | +4.8% |
| 30D | -8.3% | -23.2% | +14.8% | -2.0% |
| 3M | -29.8% | -45.5% | +15.7% | -17.5% |
| 6M | -25.8% | -33.1% | +7.3% | -18.4% |
| YTD | -41.4% | -7.2% | -34.2% | -41.8% |
| 1Y | -35.2% | -10.0% | -25.1% | -35.2% |
| 3Y | +32.8% | +332.3% | -299.5% | -19.6% |
| 5Y | -42.2% | +801.9% | -844.0% | -73.6% |
| All | -2.1% | +865.7% | -867.8% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling