+25.1%
BROS vs CG
+10.1%
+15.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.3% |
| 7D | -0.9% | -1.3% | +0.3% | -0.3% |
| 30D | -13.5% | -3.2% | -10.3% | -12.2% |
| 3M | -18.4% | +6.2% | -24.7% | -22.0% |
| 6M | -10.6% | -4.7% | -5.9% | -9.5% |
| YTD | -25.1% | -20.6% | -4.4% | -16.4% |
| 1Y | -28.6% | -26.4% | -2.3% | -17.6% |
| 3Y | +65.6% | +55.4% | +10.2% | +16.4% |
| All | +25.1% | +10.1% | +15.0% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling