+221.9%
CRWD vs BROS
+33.7%
+188.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.3% |
| 7D | -2.8% | -6.1% | +3.2% | -1.4% |
| 30D | -5.9% | -12.4% | +6.5% | -3.2% |
| 3M | +29.0% | -27.9% | +56.9% | +37.6% |
| 6M | +91.5% | -16.8% | +108.3% | +94.7% |
| YTD | +78.2% | -29.0% | +107.3% | +88.1% |
| 1Y | +96.6% | -33.2% | +129.8% | +109.2% |
| 3Y | +397.0% | +56.8% | +340.3% | +296.8% |
| All | +221.9% | +33.7% | +188.2% | +174.9% |
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