-65.0%
CBRS vs BROS
-27.0%
-38.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +6.5% | +4.7% | +9.3% |
| 7D | +21.2% | +6.3% | +14.9% | +19.3% |
| 30D | -23.2% | -8.3% | -14.8% | -21.5% |
| 3M | -52.9% | -29.8% | -23.2% | -48.6% |
| All | -65.0% | -27.0% | -38.0% | -63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling