+1,323.2%
CRS vs BRO
+294.2%
+1,029.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -6.8% | -7.3% | +0.6% | -2.1% |
| 30D | -16.1% | -6.9% | -9.3% | -12.7% |
| 3M | -21.2% | +10.7% | -31.8% | -28.5% |
| 6M | +8.7% | -2.7% | +11.4% | +6.5% |
| YTD | +41.0% | -16.3% | +57.3% | +52.4% |
| 1Y | +82.7% | -29.1% | +111.8% | +122.9% |
| 3Y | +604.8% | -7.8% | +612.6% | +565.1% |
| 5Y | +1,384.7% | +18.7% | +1,366.0% | +943.2% |
| All | +1,323.2% | +294.2% | +1,029.0% | +254.9% |
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