-37.7%
CAG vs BRO
+294.2%
-331.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -5.7% | -7.3% | +1.6% | -3.4% |
| 30D | -2.4% | -6.9% | +4.4% | -0.2% |
| 3M | +9.8% | +10.7% | -0.9% | +6.3% |
| 6M | -10.8% | -2.7% | -8.1% | -10.5% |
| YTD | -10.8% | -16.3% | +5.5% | -6.3% |
| 1Y | -19.0% | -29.1% | +10.1% | -10.4% |
| 3Y | -39.7% | -7.8% | -31.8% | -39.7% |
| 5Y | -43.0% | +18.7% | -61.7% | -49.1% |
| All | -37.7% | +294.2% | -331.9% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling