+218.6%
CRWD vs BROS
+35.1%
+183.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -3.0% | -5.8% | +2.8% | -1.6% |
| 30D | -6.8% | -14.0% | +7.2% | -3.6% |
| 3M | +19.6% | -32.5% | +52.1% | +29.6% |
| 6M | +87.1% | -14.9% | +102.0% | +89.2% |
| YTD | +76.4% | -28.3% | +104.7% | +85.8% |
| 1Y | +90.8% | -34.0% | +124.8% | +103.7% |
| 3Y | +380.0% | +63.0% | +317.0% | +279.4% |
| All | +218.6% | +35.1% | +183.5% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling