+25.1%
BROS vs CPB
-39.1%
+64.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.5% |
| 7D | -0.9% | -8.2% | +7.3% | -1.1% |
| 30D | -13.5% | -5.6% | -7.9% | -13.5% |
| 3M | -18.4% | +3.0% | -21.4% | -18.1% |
| 6M | -10.6% | -12.7% | +2.1% | -11.4% |
| YTD | -25.1% | -18.0% | -7.1% | -26.1% |
| 1Y | -28.6% | -31.7% | +3.1% | -31.2% |
| 3Y | +65.6% | -41.0% | +106.5% | +56.2% |
| All | +25.1% | -39.1% | +64.1% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling