-4.5%
CRS vs BRO
-3.6%
-0.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.0% | -0.3% |
| 7D | +4.3% | +12.4% | -8.1% | +7.7% |
| 30D | -25.5% | +21.6% | -47.1% | -21.9% |
| 3M | -48.7% | +4.3% | -53.0% | -47.8% |
| 6M | -31.6% | +29.2% | -60.8% | -28.2% |
| YTD | -7.0% | -6.4% | -0.7% | -2.3% |
| 1Y | -4.5% | -5.3% | +0.8% | -0.5% |
| All | -4.5% | -3.6% | -0.9% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling