-5.8%
BROS vs CF
+183.7%
-189.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.2% | -27.6% | -21.7% |
| 7D | -21.4% | +0.4% | -21.8% | -21.4% |
| 30D | -11.5% | +2.2% | -13.7% | -11.7% |
| 3M | -47.4% | +2.1% | -49.5% | -47.5% |
| 6M | -39.5% | -6.5% | -33.0% | -39.4% |
| YTD | -43.5% | +55.6% | -99.1% | -48.8% |
| 1Y | -37.8% | +42.3% | -80.1% | -42.7% |
| 3Y | +30.5% | +55.7% | -25.2% | +15.3% |
| 5Y | -49.1% | +122.4% | -171.6% | -61.9% |
| All | -5.8% | +183.7% | -189.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling