+6,046.1%
CRH vs BRO
+25,535.4%
-19,489.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | -7.3% | +1.3% | -4.5% |
| 30D | -9.3% | -6.9% | -2.4% | -7.9% |
| 3M | -15.2% | +10.7% | -25.9% | -17.2% |
| 6M | -14.2% | -2.7% | -11.5% | -14.2% |
| YTD | -28.3% | -16.3% | -11.9% | -26.0% |
| 1Y | -21.8% | -29.1% | +7.3% | -16.6% |
| 3Y | +71.6% | -7.8% | +79.5% | +72.4% |
| 5Y | +96.6% | +18.7% | +77.9% | +86.6% |
| 10Y | +253.8% | +291.9% | -38.0% | +174.6% |
| All | +6,046.1% | +25,535.4% | -19,489.4% | +4,258.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling