+19.7%
BROS vs CHD
+19.3%
+0.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -5.8% | -4.5% | -1.3% | -4.9% |
| 30D | -14.0% | -6.7% | -7.2% | -12.8% |
| 3M | -32.5% | -2.7% | -29.8% | -32.1% |
| 6M | -14.9% | -4.9% | -10.0% | -14.2% |
| YTD | -28.3% | +13.3% | -41.6% | -30.0% |
| 1Y | -34.0% | +1.0% | -35.0% | -34.3% |
| 3Y | +63.0% | +1.3% | +61.6% | +59.8% |
| All | +19.7% | +19.3% | +0.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling