-7.8%
BRO vs CRL
+38.6%
-46.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -7.3% | -3.5% | -3.8% | -7.1% |
| 30D | -6.9% | -2.1% | -4.7% | -6.7% |
| 3M | +10.7% | +48.0% | -37.3% | +7.5% |
| 6M | -2.7% | +64.7% | -67.4% | -6.3% |
| YTD | -16.3% | +39.5% | -55.8% | -18.6% |
| 1Y | -29.1% | +74.2% | -103.3% | -32.1% |
| 3Y | -7.8% | +39.4% | -47.2% | -9.9% |
| All | -7.8% | +38.6% | -46.4% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling