-28.6%
BROS vs CP
+19.5%
-48.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -0.9% | +2.4% | -3.4% | -2.4% |
| 30D | -13.5% | -0.5% | -12.9% | -13.3% |
| 3M | -18.4% | +1.4% | -19.9% | -19.2% |
| 6M | -10.6% | +10.3% | -20.9% | -16.5% |
| YTD | -25.1% | +24.3% | -49.4% | -34.8% |
| 1Y | -28.6% | +20.4% | -49.1% | -41.0% |
| All | -28.6% | +19.5% | -48.1% | -41.0% |
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