-4.6%
BROS vs CPB
-36.7%
+32.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -20.4% | -4.1% | -16.3% | -20.4% |
| 30D | -6.1% | +16.9% | -23.0% | -6.0% |
| 3M | -29.4% | -0.6% | -28.8% | -29.5% |
| 6M | -31.5% | +11.4% | -42.9% | -31.0% |
| YTD | -42.8% | -14.8% | -28.0% | -43.7% |
| 1Y | -37.5% | -24.8% | -12.7% | -39.4% |
| 3Y | +27.2% | -36.6% | +63.8% | +20.6% |
| 5Y | -47.0% | -33.3% | -13.6% | -33.6% |
| All | -4.6% | -36.7% | +32.2% | -1.2% |
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