-31.5%
BROS vs CPB
-30.8%
-0.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -6.6% | -8.0% | +1.4% | -4.7% |
| 30D | -12.3% | -2.4% | -9.9% | -11.7% |
| 3M | -22.2% | +0.5% | -22.7% | -22.0% |
| 6M | -14.3% | -10.5% | -3.8% | -12.6% |
| YTD | -26.6% | -17.5% | -9.0% | -24.2% |
| 1Y | -31.5% | -31.0% | -0.5% | -26.9% |
| All | -31.5% | -30.8% | -0.7% | -26.9% |
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