-35.2%
BROS vs CG
-25.8%
-9.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +5.9% |
| 7D | +6.3% | +0.2% | +6.1% | +6.3% |
| 30D | -8.3% | +11.2% | -19.5% | -11.2% |
| 3M | -29.8% | -22.1% | -7.7% | -20.6% |
| 6M | -25.8% | -17.9% | -7.9% | -17.7% |
| YTD | -41.4% | -31.3% | -10.1% | -29.5% |
| 1Y | -35.2% | -24.0% | -11.2% | -27.9% |
| All | -35.2% | -25.8% | -9.3% | -27.9% |
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