-46.5%
BROS vs CF
+114.0%
-160.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.1% |
| 7D | -19.0% | +4.8% | -23.8% | -19.2% |
| 30D | -7.3% | +9.7% | -17.0% | -7.8% |
| 3M | -31.2% | +1.2% | -32.4% | -31.3% |
| 6M | -33.0% | +7.4% | -40.4% | -33.6% |
| YTD | -42.4% | +60.5% | -102.9% | -47.7% |
| 1Y | -37.7% | +50.7% | -88.5% | -42.8% |
| 3Y | +28.2% | +64.8% | -36.6% | +12.9% |
| All | -46.5% | +114.0% | -160.5% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling