-3.8%
BROS vs CP
+43.5%
-47.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -19.0% | +2.8% | -21.8% | -20.3% |
| 30D | -7.3% | +11.0% | -18.3% | -13.3% |
| 3M | -31.2% | +3.8% | -35.0% | -33.0% |
| 6M | -33.0% | +9.5% | -42.5% | -37.1% |
| YTD | -42.4% | +28.2% | -70.6% | -51.3% |
| 1Y | -37.7% | +33.0% | -70.7% | -48.6% |
| 3Y | +28.2% | +35.5% | -7.4% | +1.4% |
| 5Y | -43.4% | +25.8% | -69.1% | -56.5% |
| All | -3.8% | +43.5% | -47.3% | -6.7% |
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