-35.2%
BROS vs CRS
-14.1%
-21.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.7% | +9.2% | +7.1% |
| 7D | +6.3% | +4.8% | +1.5% | +5.0% |
| 30D | -8.3% | -23.2% | +14.8% | -4.0% |
| 3M | -29.8% | -45.5% | +15.7% | -20.9% |
| 6M | -25.8% | -33.1% | +7.3% | -21.0% |
| YTD | -41.4% | -7.2% | -34.2% | -38.3% |
| 1Y | -35.2% | -10.0% | -25.1% | -31.6% |
| All | -35.2% | -14.1% | -21.1% | -31.6% |
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