+66.9%
BROS vs CRS
+636.8%
-569.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -6.6% | -0.5% | -6.0% | -6.5% |
| 30D | -12.3% | -18.1% | +5.8% | -7.9% |
| 3M | -22.2% | -12.4% | -9.8% | -20.1% |
| 6M | -14.3% | +15.9% | -30.2% | -18.3% |
| YTD | -26.6% | +45.8% | -72.4% | -34.2% |
| 1Y | -31.5% | +87.8% | -119.3% | -43.4% |
| All | +66.9% | +636.8% | -569.9% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling