-33.5%
BROS vs CP
+11.7%
-45.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.1% |
| 7D | -2.5% | +0.9% | -3.4% | -2.9% |
| 30D | -11.2% | +10.3% | -21.6% | -14.8% |
| 3M | -33.9% | +2.3% | -36.2% | -34.4% |
| 6M | -33.5% | +10.7% | -44.2% | -35.3% |
| All | -33.5% | +11.7% | -45.2% | -35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling