-1.8%
BROS vs CF
+185.4%
-187.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | -17.9% | -0.9% | -17.0% | -17.9% |
| 30D | -5.4% | +6.9% | -12.3% | -5.9% |
| 3M | -32.1% | +4.8% | -36.9% | -32.4% |
| 6M | -31.7% | +4.7% | -36.3% | -32.3% |
| YTD | -41.2% | +56.5% | -97.7% | -46.7% |
| 1Y | -32.6% | +48.4% | -81.0% | -38.4% |
| 3Y | +32.7% | +59.1% | -26.5% | +16.7% |
| 5Y | -44.2% | +109.5% | -153.8% | -57.9% |
| All | -1.8% | +185.4% | -187.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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