-1.8%
BROS vs CG
+1.4%
-3.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.6% | +0.1% | +3.0% |
| 7D | -17.9% | +3.0% | -21.0% | -18.6% |
| 30D | -5.4% | +10.1% | -15.5% | -9.7% |
| 3M | -32.1% | -10.8% | -21.2% | -27.6% |
| 6M | -31.7% | -15.2% | -16.5% | -25.9% |
| YTD | -41.2% | -26.9% | -14.3% | -31.1% |
| 1Y | -32.6% | -17.0% | -15.6% | -26.5% |
| 3Y | +32.7% | +54.6% | -22.0% | -6.4% |
| 5Y | -44.2% | -16.7% | -27.5% | -53.1% |
| All | -1.8% | +1.4% | -3.2% | -7.5% |
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