-11.6%
BROS vs CF
+27.0%
-38.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | -0.5% |
| 7D | -6.7% | +6.0% | -12.7% | -4.4% |
| 30D | -29.1% | +14.8% | -43.9% | -24.9% |
| 3M | -16.7% | +14.1% | -30.8% | -11.1% |
| 6M | -11.6% | +28.5% | -40.1% | +2.4% |
| All | -11.6% | +27.0% | -38.6% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling