+87.1%
CRWD vs BROS
-16.1%
+103.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | -3.0% | -5.8% | +2.8% | -3.0% |
| 30D | -6.8% | -14.0% | +7.2% | -6.7% |
| 3M | +19.6% | -32.5% | +52.1% | +20.1% |
| 6M | +87.1% | -14.9% | +102.0% | +84.0% |
| All | +87.1% | -16.1% | +103.2% | +84.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling