+245.6%
CRH vs BRO
+294.2%
-48.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | -7.3% | +1.3% | -2.4% |
| 30D | -9.3% | -6.9% | -2.4% | -6.1% |
| 3M | -15.2% | +10.7% | -25.9% | -20.2% |
| 6M | -14.2% | -2.7% | -11.5% | -14.3% |
| YTD | -28.3% | -16.3% | -11.9% | -22.7% |
| 1Y | -21.8% | -29.1% | +7.3% | -8.0% |
| 3Y | +71.6% | -7.8% | +79.5% | +67.6% |
| 5Y | +96.6% | +18.7% | +77.9% | +57.3% |
| All | +245.6% | +294.2% | -48.6% | +41.2% |
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