-2.1%
BROS vs CP
+44.1%
-46.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.8% |
| 7D | +6.3% | +2.1% | +4.2% | +4.9% |
| 30D | -8.3% | +9.3% | -17.7% | -13.5% |
| 3M | -29.8% | +0.5% | -30.3% | -30.1% |
| 6M | -25.8% | +10.4% | -36.2% | -30.7% |
| YTD | -41.4% | +28.7% | -70.1% | -50.6% |
| 1Y | -35.2% | +33.2% | -68.3% | -46.5% |
| 3Y | +32.8% | +38.4% | -5.7% | +3.4% |
| 5Y | -42.2% | +26.2% | -68.3% | -55.8% |
| All | -2.1% | +44.1% | -46.2% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling