-2.7%
CEG vs BROS
-35.3%
+32.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.1% | +4.8% |
| 7D | +8.0% | -6.7% | +14.7% | +9.0% |
| 30D | +12.9% | -29.1% | +42.0% | +17.9% |
| 3M | +13.2% | -16.7% | +29.9% | +14.0% |
| 6M | -7.0% | -11.6% | +4.6% | -7.3% |
| YTD | -15.0% | -23.9% | +8.9% | -15.0% |
| 1Y | -2.7% | -34.8% | +32.1% | -3.5% |
| All | -2.7% | -35.3% | +32.6% | -3.5% |
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