-1.8%
BROS vs CFG
+88.4%
-90.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.9% | +3.7% | +5.1% |
| 7D | -17.9% | +0.3% | -18.2% | -17.6% |
| 30D | -5.4% | +3.2% | -8.6% | -6.5% |
| 3M | -32.1% | -9.7% | -22.4% | -28.3% |
| 6M | -31.7% | +3.6% | -35.3% | -32.9% |
| YTD | -41.2% | +14.7% | -55.9% | -45.1% |
| 1Y | -32.6% | +29.6% | -62.2% | -40.7% |
| 3Y | +32.7% | +190.6% | -157.9% | -24.8% |
| 5Y | -44.2% | +67.1% | -111.3% | -57.6% |
| All | -1.8% | +88.4% | -90.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling