-3.8%
BROS vs CPB
-35.9%
+32.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | -19.0% | +2.9% | -21.9% | -19.0% |
| 30D | -7.3% | +17.6% | -24.8% | -7.2% |
| 3M | -31.2% | +2.0% | -33.2% | -31.2% |
| 6M | -33.0% | +11.6% | -44.7% | -32.6% |
| YTD | -42.4% | -13.8% | -28.6% | -43.2% |
| 1Y | -37.7% | -21.6% | -16.2% | -39.4% |
| 3Y | +28.2% | -35.8% | +64.0% | +21.6% |
| 5Y | -43.4% | -33.3% | -10.1% | -30.5% |
| All | -3.8% | -35.9% | +32.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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