+106.7%
CRWD vs BRO
-24.4%
+131.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.0% |
| 7D | -2.4% | -2.6% | +0.2% | -2.6% |
| 30D | +1.5% | +0.9% | +0.6% | +1.6% |
| 3M | +18.5% | +24.8% | -6.2% | +18.1% |
| 6M | +109.1% | -0.1% | +109.2% | +104.6% |
| YTD | +81.8% | -9.7% | +91.6% | +74.1% |
| 1Y | +106.7% | -24.5% | +131.1% | +93.3% |
| All | +106.7% | -24.4% | +131.1% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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