-50.2%
BROS vs CF
+120.6%
-170.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | -21.2% | -3.2% | -18.1% | -21.0% |
| 30D | -11.6% | +4.3% | -15.9% | -11.8% |
| 3M | -36.7% | +2.8% | -39.5% | -36.9% |
| 6M | -42.8% | +0.6% | -43.4% | -43.0% |
| YTD | -44.8% | +56.6% | -101.5% | -49.9% |
| 1Y | -36.5% | +49.6% | -86.2% | -41.9% |
| 3Y | +27.0% | +61.5% | -34.5% | +11.7% |
| All | -50.2% | +120.6% | -170.8% | -64.0% |
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 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