+99.9%
CB vs BROS
+43.3%
+56.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +0.5% | -6.7% | +7.2% | +0.7% |
| 30D | -3.1% | -29.1% | +26.0% | -2.3% |
| 3M | +9.0% | -16.7% | +25.7% | +9.3% |
| 6M | +2.9% | -11.6% | +14.5% | +3.0% |
| YTD | +10.1% | -23.9% | +34.0% | +10.6% |
| 1Y | +22.8% | -34.8% | +57.6% | +23.8% |
| 3Y | +73.8% | +62.1% | +11.7% | +68.7% |
| All | +99.9% | +43.3% | +56.6% | +96.9% |
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