-2.1%
BROS vs CFG
+88.9%
-91.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.2% |
| 7D | +6.3% | +3.2% | +3.1% | +4.7% |
| 30D | -8.3% | +5.1% | -13.5% | -10.2% |
| 3M | -29.8% | -11.2% | -18.5% | -25.2% |
| 6M | -25.8% | +9.6% | -35.4% | -29.2% |
| YTD | -41.4% | +15.0% | -56.3% | -45.3% |
| 1Y | -35.2% | +29.9% | -65.0% | -43.0% |
| 3Y | +32.8% | +192.1% | -159.3% | -25.0% |
| 5Y | -42.2% | +62.3% | -104.4% | -57.0% |
| All | -2.1% | +88.9% | -91.0% | -7.8% |
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