+6,548.9%
CB vs BRO
+14,151.6%
-7,602.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.3% |
| 7D | -0.6% | -5.4% | +4.8% | +1.5% |
| 30D | -3.9% | -4.3% | +0.4% | -2.4% |
| 3M | +4.9% | +17.8% | -12.9% | -1.7% |
| 6M | +3.3% | -6.8% | +10.0% | +5.3% |
| YTD | +8.5% | -13.8% | +22.3% | +13.7% |
| 1Y | +22.1% | -27.8% | +49.9% | +36.5% |
| 3Y | +70.1% | -4.7% | +74.8% | +69.9% |
| 5Y | +97.4% | +20.6% | +76.8% | +77.7% |
| 10Y | +216.8% | +293.7% | -76.9% | +92.1% |
| All | +6,548.9% | +14,151.6% | -7,602.7% | +2,678.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling