+1,298.7%
CRDO vs BRO
+7.3%
+1,291.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.6% |
| 7D | -4.5% | -7.3% | +2.9% | -5.0% |
| 30D | -39.2% | -6.9% | -32.4% | -39.5% |
| 3M | -38.5% | +10.7% | -49.1% | -39.2% |
| 6M | +40.6% | -2.7% | +43.3% | +41.7% |
| YTD | +13.2% | -16.3% | +29.6% | +17.1% |
| 1Y | +2.3% | -29.1% | +31.4% | +10.2% |
| 3Y | +942.5% | -7.8% | +950.4% | +891.4% |
| All | +1,298.7% | +7.3% | +1,291.4% | +1,054.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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