-10.0%
CRM vs BROS
-18.6%
+8.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | -6.2% | +2.5% | -8.7% | -6.6% |
| 30D | -1.2% | +15.1% | -16.2% | -3.4% |
| 3M | +19.1% | -31.4% | +50.5% | +25.7% |
| 6M | +23.0% | -22.6% | +45.6% | +25.9% |
| YTD | -13.7% | -28.1% | +14.5% | -11.4% |
| 1Y | -10.0% | -20.3% | +10.3% | -11.3% |
| All | -10.0% | -18.6% | +8.6% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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