-41.0%
CAG vs BROS
+41.2%
-82.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -5.3% | -0.9% | -4.3% | -5.3% |
| 30D | +1.0% | -13.5% | +14.4% | +1.1% |
| 3M | +17.4% | -18.4% | +35.8% | +17.6% |
| 6M | -16.8% | -10.6% | -6.2% | -16.6% |
| YTD | -6.8% | -25.1% | +18.3% | -6.6% |
| 1Y | -15.4% | -28.6% | +13.3% | -15.2% |
| 3Y | -37.1% | +65.6% | -102.7% | -37.5% |
| All | -41.0% | +41.2% | -82.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling