+18.4%
BROS vs CRS
+1,383.8%
-1,365.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.8% |
| 7D | -6.1% | -4.1% | -1.9% | -4.9% |
| 30D | -12.4% | -16.6% | +4.2% | -7.9% |
| 3M | -27.9% | -14.3% | -13.7% | -25.2% |
| 6M | -16.8% | +11.6% | -28.4% | -20.3% |
| YTD | -29.0% | +42.6% | -71.6% | -37.1% |
| 1Y | -33.2% | +81.8% | -115.0% | -45.7% |
| 3Y | +56.8% | +632.1% | -575.3% | -18.2% |
| All | +18.4% | +1,383.8% | -1,365.4% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling