+25.1%
BROS vs CRS
+1,417.9%
-1,392.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.5% |
| 7D | -0.9% | -3.1% | +2.1% | -0.1% |
| 30D | -13.5% | -19.6% | +6.2% | -8.1% |
| 3M | -18.4% | -8.1% | -10.4% | -17.1% |
| 6M | -10.6% | +18.6% | -29.1% | -15.8% |
| YTD | -25.1% | +45.9% | -70.9% | -34.0% |
| 1Y | -28.6% | +82.5% | -111.1% | -42.1% |
| 3Y | +65.6% | +648.9% | -583.3% | -14.2% |
| All | +25.1% | +1,417.9% | -1,392.9% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling