-7.9%
BROS vs CP
+41.0%
-49.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.2% |
| 7D | -21.2% | +2.8% | -24.0% | -22.5% |
| 30D | -11.6% | +10.2% | -21.8% | -17.0% |
| 3M | -36.7% | +2.4% | -39.0% | -37.8% |
| 6M | -42.8% | +7.7% | -50.5% | -45.7% |
| YTD | -44.8% | +26.0% | -70.8% | -52.9% |
| 1Y | -36.5% | +34.6% | -71.2% | -48.0% |
| 3Y | +27.0% | +26.7% | +0.3% | +4.9% |
| 5Y | -50.3% | +24.9% | -75.2% | -60.9% |
| All | -7.9% | +41.0% | -49.0% | -9.8% |
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