+27.0%
BROS vs CG
+12.5%
+14.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.6% |
| 7D | -6.7% | -4.3% | -2.4% | -4.4% |
| 30D | -29.1% | -5.1% | -24.0% | -27.1% |
| 3M | -16.7% | +8.7% | -25.4% | -21.3% |
| 6M | -11.6% | -9.2% | -2.4% | -8.0% |
| YTD | -23.9% | -18.9% | -5.1% | -16.1% |
| 1Y | -34.8% | -25.6% | -9.2% | -25.0% |
| 3Y | +62.1% | +57.3% | +4.8% | +13.3% |
| All | +27.0% | +12.5% | +14.5% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling