+80.6%
CRWD vs BROS
-18.6%
+99.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -9.6% | +2.5% | -12.1% | -9.7% |
| 30D | -11.6% | +15.1% | -26.7% | -12.3% |
| 3M | +14.1% | -31.4% | +45.5% | +17.9% |
| 6M | +105.4% | -22.6% | +128.0% | +107.2% |
| YTD | +105.6% | -28.1% | +133.8% | +102.0% |
| 1Y | +80.6% | -20.3% | +100.8% | +76.7% |
| All | +80.6% | -18.6% | +99.2% | +76.7% |
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 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