-7.9%
BROS vs CPB
-35.2%
+27.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.3% |
| 7D | -21.2% | +8.0% | -29.2% | -21.2% |
| 30D | -11.6% | +22.4% | -33.9% | -11.4% |
| 3M | -36.7% | +2.5% | -39.2% | -36.7% |
| 6M | -42.8% | +12.2% | -55.0% | -42.5% |
| YTD | -44.8% | -12.8% | -32.0% | -45.7% |
| 1Y | -36.5% | -19.2% | -17.4% | -38.0% |
| 3Y | +27.0% | -35.6% | +62.5% | +20.3% |
| 5Y | -50.3% | -31.4% | -18.9% | -37.2% |
| All | -7.9% | -35.2% | +27.3% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling