-4.6%
BROS vs CG
-1.5%
-3.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | 0.0% |
| 7D | -20.4% | -3.8% | -16.6% | -18.0% |
| 30D | -6.1% | +7.5% | -13.6% | -9.2% |
| 3M | -29.4% | -14.4% | -15.0% | -23.0% |
| 6M | -31.5% | -15.7% | -15.9% | -25.5% |
| YTD | -42.8% | -29.0% | -13.8% | -31.9% |
| 1Y | -37.5% | -22.1% | -15.4% | -29.4% |
| 3Y | +27.2% | +49.1% | -22.0% | -8.4% |
| 5Y | -47.0% | -18.4% | -28.6% | -54.4% |
| All | -4.6% | -1.5% | -3.1% | -8.7% |
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