+27.0%
BROS vs CFG
+103.2%
-76.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -6.7% | +1.5% | -8.2% | -7.4% |
| 30D | -29.1% | -3.8% | -25.2% | -27.6% |
| 3M | -16.7% | +11.5% | -28.2% | -21.4% |
| 6M | -11.6% | +19.2% | -30.8% | -19.2% |
| YTD | -23.9% | +23.7% | -47.6% | -31.9% |
| 1Y | -34.8% | +38.8% | -73.6% | -44.9% |
| 3Y | +62.1% | +178.9% | -116.8% | -6.9% |
| All | +27.0% | +103.2% | -76.3% | +14.8% |
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 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