-20.3%
BROS vs CP
+35.2%
-55.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.5% | -1.1% |
| 7D | +2.5% | +5.6% | -3.1% | -0.8% |
| 30D | +15.1% | +10.0% | +5.0% | +8.3% |
| 3M | -31.4% | +4.4% | -35.8% | -33.1% |
| 6M | -22.6% | +14.1% | -36.7% | -29.4% |
| YTD | -28.1% | +29.1% | -57.2% | -40.1% |
| 1Y | -20.3% | +34.6% | -54.8% | -38.2% |
| All | -20.3% | +35.2% | -55.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling