+19.7%
BROS vs CRS
+1,367.1%
-1,347.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -5.8% | -6.8% | +1.0% | -3.9% |
| 30D | -14.0% | -16.1% | +2.2% | -9.7% |
| 3M | -32.5% | -21.2% | -11.3% | -28.3% |
| 6M | -14.9% | +8.7% | -23.6% | -17.8% |
| YTD | -28.3% | +41.0% | -69.3% | -36.2% |
| 1Y | -34.0% | +82.7% | -116.7% | -46.5% |
| 3Y | +63.0% | +604.8% | -541.8% | -13.9% |
| All | +19.7% | +1,367.1% | -1,347.4% | -49.9% |
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 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