-28.6%
BROS vs CFG
+39.0%
-67.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.8% |
| 7D | -0.9% | +2.7% | -3.6% | -2.6% |
| 30D | -13.5% | -3.7% | -9.8% | -11.5% |
| 3M | -18.4% | +9.5% | -27.9% | -23.8% |
| 6M | -10.6% | +22.2% | -32.8% | -22.6% |
| YTD | -25.1% | +22.3% | -47.4% | -35.1% |
| 1Y | -28.6% | +39.4% | -68.1% | -44.7% |
| All | -28.6% | +39.0% | -67.6% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling