+133.5%
C vs BRO
+17.6%
+115.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.8% | -7.3% | +8.1% | +2.8% |
| 30D | +0.9% | -6.9% | +7.8% | +2.7% |
| 3M | +1.1% | +10.7% | -9.6% | -3.0% |
| 6M | +28.4% | -2.7% | +31.1% | +28.0% |
| YTD | +20.8% | -16.3% | +37.1% | +26.2% |
| 1Y | +43.4% | -29.1% | +72.5% | +58.6% |
| 3Y | +274.9% | -7.8% | +282.7% | +270.7% |
| All | +133.5% | +17.6% | +115.9% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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