-50.2%
BROS vs CP
+24.4%
-74.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.2% |
| 3M | -36.7% | +2.4% | -39.0% | -37.8% |
| 6M | -42.8% | +7.7% | -50.5% | -45.8% |
| YTD | -44.8% | +26.0% | -70.8% | -53.3% |
| 1Y | -36.5% | +34.6% | -71.2% | -48.6% |
| 3Y | +27.0% | +26.7% | +0.3% | +3.5% |
| All | -50.2% | +24.4% | -74.5% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling