-31.5%
BROS vs CG
-29.3%
-2.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.3% |
| 7D | -6.6% | -6.4% | -0.2% | -3.9% |
| 30D | -12.3% | -7.1% | -5.3% | -9.8% |
| 3M | -22.2% | -1.6% | -20.6% | -22.2% |
| 6M | -14.3% | -8.3% | -5.9% | -11.3% |
| YTD | -26.6% | -23.8% | -2.8% | -17.6% |
| 1Y | -31.5% | -28.7% | -2.8% | -25.2% |
| All | -31.5% | -29.3% | -2.2% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling