+27.0%
BROS vs CHD
+24.9%
+2.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -6.7% | -2.7% | -4.0% | -6.2% |
| 30D | -29.1% | -4.6% | -24.4% | -28.4% |
| 3M | -16.7% | +5.0% | -21.7% | -17.4% |
| 6M | -11.6% | -3.2% | -8.4% | -11.3% |
| YTD | -23.9% | +18.6% | -42.6% | -26.4% |
| 1Y | -34.8% | +4.8% | -39.6% | -35.6% |
| 3Y | +62.1% | +6.1% | +55.9% | +57.5% |
| All | +27.0% | +24.9% | +2.1% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling