-5.3%
BRO vs CRL
+85.3%
-90.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.3% | +11.7% | +4.6% |
| 7D | +12.4% | -12.8% | +25.2% | +12.9% |
| 30D | +21.6% | +5.0% | +16.6% | +20.4% |
| 3M | +4.3% | +39.4% | -35.0% | +0.8% |
| 6M | +29.2% | +89.4% | -60.2% | +21.9% |
| YTD | -6.4% | +63.6% | -69.9% | -10.0% |
| 1Y | -5.3% | +83.5% | -88.8% | -9.5% |
| All | -5.3% | +85.3% | -90.7% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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