+64.4%
BROS vs CP
+17.1%
+47.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -6.7% | -2.7% | -4.0% | -5.2% |
| 30D | -29.1% | +0.2% | -29.2% | -29.1% |
| 3M | -16.7% | +2.6% | -19.3% | -18.1% |
| 6M | -11.6% | +6.0% | -17.6% | -14.9% |
| YTD | -23.9% | +24.9% | -48.9% | -33.6% |
| 1Y | -34.8% | +20.1% | -54.9% | -41.9% |
| All | +64.4% | +17.1% | +47.3% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling