-42.6%
BROS vs CFG
+61.7%
-104.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.2% |
| 7D | +6.3% | +3.2% | +3.1% | +4.6% |
| 30D | -8.3% | +5.1% | -13.5% | -10.3% |
| 3M | -29.8% | -11.2% | -18.5% | -24.9% |
| 6M | -25.8% | +9.6% | -35.4% | -29.4% |
| YTD | -41.4% | +15.0% | -56.3% | -45.6% |
| 1Y | -35.2% | +29.9% | -65.0% | -43.5% |
| 3Y | +32.8% | +192.1% | -159.3% | -28.7% |
| All | -42.6% | +61.7% | -104.3% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling