+80.6%
CRWD vs BRO
-3.6%
+84.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -1.0% |
| 7D | -9.6% | +12.4% | -22.1% | -8.5% |
| 30D | -11.6% | +21.6% | -33.2% | -10.8% |
| 3M | +14.1% | +4.3% | +9.8% | +15.2% |
| 6M | +105.4% | +29.2% | +76.2% | +103.1% |
| YTD | +105.6% | -6.4% | +112.0% | +99.4% |
| 1Y | +80.6% | -5.3% | +85.9% | +75.5% |
| All | +80.6% | -3.6% | +84.1% | +75.5% |
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