+107.8%
CB vs BROS
-43.5%
+151.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +0.9% |
| 7D | +2.9% | +6.3% | -3.4% | +2.7% |
| 30D | +7.3% | -8.3% | +15.7% | +7.5% |
| 3M | +9.4% | -29.8% | +39.2% | +10.4% |
| 6M | +19.6% | -25.8% | +45.5% | +20.4% |
| YTD | +21.5% | -41.4% | +62.8% | +23.0% |
| 1Y | +28.0% | -35.2% | +63.2% | +29.0% |
| 3Y | +74.9% | +32.8% | +42.1% | +68.8% |
| All | +107.8% | -43.5% | +151.3% | +105.9% |
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 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