+103.2%
CB vs BROS
-50.1%
+153.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.7% |
| 7D | +0.2% | -21.2% | +21.5% | +0.9% |
| 30D | +9.1% | -11.6% | +20.6% | +9.4% |
| 3M | +3.4% | -36.7% | +40.1% | +4.7% |
| 6M | +14.1% | -42.8% | +56.9% | +15.7% |
| YTD | +18.0% | -44.8% | +62.9% | +19.7% |
| 1Y | +30.1% | -36.5% | +66.7% | +31.3% |
| 3Y | +71.8% | +27.0% | +44.8% | +66.1% |
| All | +103.2% | -50.1% | +153.3% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling