-7.9%
BROS vs CFG
+83.0%
-91.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | -21.2% | -0.9% | -20.3% | -20.5% |
| 30D | -11.6% | +1.1% | -12.6% | -11.6% |
| 3M | -36.7% | -12.0% | -24.7% | -32.3% |
| 6M | -42.8% | -2.2% | -40.6% | -42.1% |
| YTD | -44.8% | +11.4% | -56.2% | -47.8% |
| 1Y | -36.5% | +27.8% | -64.4% | -43.8% |
| 3Y | +27.0% | +173.3% | -146.3% | -25.8% |
| 5Y | -50.3% | +62.4% | -112.8% | -61.6% |
| All | -7.9% | +83.0% | -91.0% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling