-39.3%
CAG vs BROS
+57.4%
-96.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.7% |
| 7D | -5.9% | -6.1% | +0.2% | -5.9% |
| 30D | -1.5% | -12.4% | +10.8% | -1.5% |
| 3M | +11.5% | -27.9% | +39.4% | +11.5% |
| 6M | -15.7% | -16.8% | +1.1% | -15.4% |
| YTD | -10.2% | -29.0% | +18.8% | -10.1% |
| 1Y | -18.1% | -33.2% | +15.1% | -18.0% |
| All | -39.3% | +57.4% | -96.7% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling