+18.4%
BROS vs CG
+3.2%
+15.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.1% |
| 7D | -6.1% | -9.8% | +3.7% | -0.7% |
| 30D | -12.4% | -10.3% | -2.1% | -7.3% |
| 3M | -27.9% | -1.7% | -26.3% | -28.1% |
| 6M | -16.8% | -9.8% | -7.0% | -13.3% |
| YTD | -29.0% | -25.6% | -3.4% | -18.0% |
| 1Y | -33.2% | -32.5% | -0.7% | -19.0% |
| 3Y | +56.8% | +45.6% | +11.1% | +14.1% |
| All | +18.4% | +3.2% | +15.3% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling