+34.0%
CDE vs BROS
-32.8%
+66.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -3.1% | -5.8% | +2.6% | -0.8% |
| 30D | +9.5% | -14.0% | +23.4% | +15.9% |
| 3M | +25.5% | -32.5% | +58.0% | +44.2% |
| 6M | -7.9% | -14.9% | +7.0% | -3.7% |
| YTD | +15.6% | -28.3% | +43.8% | +23.8% |
| 1Y | +34.0% | -34.0% | +68.0% | +37.3% |
| All | +34.0% | -32.8% | +66.9% | +37.3% |
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