-2.1%
BROS vs CF
+199.3%
-201.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.5% |
| 7D | +6.3% | +4.8% | +1.5% | +6.0% |
| 30D | -8.3% | +4.7% | -13.1% | -8.6% |
| 3M | -29.8% | +7.4% | -37.2% | -30.2% |
| 6M | -25.8% | +0.6% | -26.4% | -25.9% |
| YTD | -41.4% | +64.1% | -105.5% | -47.0% |
| 1Y | -35.2% | +51.4% | -86.6% | -40.6% |
| 3Y | +32.8% | +67.8% | -35.0% | +16.4% |
| 5Y | -42.2% | +114.1% | -156.3% | -56.2% |
| All | -2.1% | +199.3% | -201.5% | -29.4% |
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