+219.8%
CB vs BRO
+294.2%
-74.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.7% | -7.3% | +6.6% | +3.6% |
| 30D | -1.2% | -6.9% | +5.7% | +2.6% |
| 3M | +3.8% | +10.7% | -6.9% | -2.7% |
| 6M | +5.8% | -2.7% | +8.4% | +6.1% |
| YTD | +9.4% | -16.3% | +25.7% | +19.1% |
| 1Y | +20.7% | -29.1% | +49.7% | +44.6% |
| 3Y | +70.1% | -7.8% | +77.9% | +68.9% |
| 5Y | +101.4% | +18.7% | +82.6% | +60.6% |
| All | +219.8% | +294.2% | -74.4% | +35.4% |
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