-39.2%
BROS vs CFG
+28.5%
-67.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.5% |
| 7D | -20.4% | -0.8% | -19.6% | -19.5% |
| 30D | -6.1% | +3.1% | -9.2% | -7.4% |
| 3M | -29.4% | -9.7% | -19.7% | -24.0% |
| 6M | -31.5% | +6.7% | -38.2% | -35.5% |
| YTD | -42.8% | +15.2% | -58.0% | -49.7% |
| All | -39.2% | +28.5% | -67.7% | -53.5% |
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