+64.4%
BROS vs CF
+73.9%
-9.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +0.5% |
| 7D | -6.7% | +6.0% | -12.7% | -6.2% |
| 30D | -29.1% | +14.8% | -43.9% | -28.2% |
| 3M | -16.7% | +14.1% | -30.8% | -15.5% |
| 6M | -11.6% | +28.5% | -40.1% | -12.0% |
| YTD | -23.9% | +74.9% | -98.9% | -26.5% |
| 1Y | -34.8% | +61.7% | -96.5% | -36.6% |
| All | +64.4% | +73.9% | -9.5% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling