+238.9%
CRM vs BRO
+294.2%
-55.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.1% |
| 7D | -4.4% | -7.3% | +2.9% | -0.3% |
| 30D | +28.1% | -6.9% | +35.0% | +33.0% |
| 3M | +48.8% | +10.7% | +38.2% | +40.8% |
| 6M | +28.3% | -2.7% | +30.9% | +29.4% |
| YTD | -6.0% | -16.3% | +10.3% | +2.5% |
| 1Y | +1.4% | -29.1% | +30.5% | +20.5% |
| 3Y | +11.8% | -7.8% | +19.7% | +8.8% |
| 5Y | -2.0% | +18.7% | -20.8% | -21.0% |
| All | +238.9% | +294.2% | -55.3% | +48.8% |
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