-1.6%
CRM vs BROS
+35.1%
-36.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.8% |
| 7D | -4.4% | -5.8% | +1.3% | -3.4% |
| 30D | +28.1% | -14.0% | +42.1% | +31.3% |
| 3M | +48.8% | -32.5% | +81.3% | +58.4% |
| 6M | +28.3% | -14.9% | +43.2% | +29.9% |
| YTD | -6.0% | -28.3% | +22.3% | -2.0% |
| 1Y | +1.4% | -34.0% | +35.4% | +6.8% |
| 3Y | +11.8% | +63.0% | -51.1% | -6.3% |
| All | -1.6% | +35.1% | -36.7% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling