+32.8%
BROS vs CF
+68.9%
-36.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.5% |
| 7D | +6.3% | +4.8% | +1.5% | +7.0% |
| 30D | -8.3% | +4.7% | -13.1% | -7.2% |
| 3M | -29.8% | +7.4% | -37.2% | -28.6% |
| 6M | -25.8% | +0.6% | -26.4% | -24.7% |
| YTD | -41.4% | +64.1% | -105.5% | -42.1% |
| 1Y | -35.2% | +51.4% | -86.6% | -35.7% |
| 3Y | +32.8% | +67.8% | -35.0% | +31.8% |
| All | +32.8% | +68.9% | -36.1% | +31.8% |
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