+9,501.6%
CRS vs BRO
+25,535.5%
-16,033.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -6.8% | -7.3% | +0.6% | -4.6% |
| 30D | -16.1% | -6.9% | -9.3% | -14.5% |
| 3M | -21.2% | +10.7% | -31.8% | -24.3% |
| 6M | +8.7% | -2.7% | +11.4% | +7.9% |
| YTD | +41.0% | -16.3% | +57.3% | +45.9% |
| 1Y | +82.7% | -29.1% | +111.8% | +98.5% |
| 3Y | +604.8% | -7.8% | +612.6% | +604.4% |
| 5Y | +1,384.7% | +18.7% | +1,366.0% | +1,270.0% |
| 10Y | +1,362.3% | +291.9% | +1,070.4% | +926.9% |
| All | +9,501.6% | +25,535.5% | -16,033.9% | +5,453.4% |
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