-35.2%
BROS vs CPB
-22.0%
-13.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.3% | +5.7% |
| 7D | +6.3% | -1.6% | +7.9% | +6.7% |
| 30D | -8.3% | +19.2% | -27.5% | -12.8% |
| 3M | -29.8% | -1.0% | -28.8% | -29.8% |
| 6M | -25.8% | +15.2% | -41.0% | -27.7% |
| YTD | -41.4% | -13.1% | -28.3% | -39.3% |
| 1Y | -35.2% | -22.4% | -12.7% | -29.8% |
| All | -35.2% | -22.0% | -13.1% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling