+562.3%
CEG vs BROS
-19.0%
+581.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.6% |
| 7D | +1.7% | -19.0% | +20.7% | +5.5% |
| 30D | -10.2% | -7.3% | -2.9% | -9.5% |
| 3M | -0.8% | -31.2% | +30.4% | +6.0% |
| 6M | -11.5% | -33.0% | +21.5% | -6.2% |
| YTD | -23.9% | -42.4% | +18.5% | -17.2% |
| 1Y | -25.4% | -37.7% | +12.3% | -20.5% |
| 3Y | +124.2% | +28.2% | +96.0% | +104.8% |
| All | +562.3% | -19.0% | +581.3% | +549.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling