+518.2%
CEG vs BROS
-22.5%
+540.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.8% |
| 7D | -4.7% | -21.2% | +16.5% | -0.7% |
| 30D | -16.6% | -11.6% | -5.0% | -15.3% |
| 3M | -4.1% | -36.7% | +32.6% | +4.1% |
| 6M | -22.3% | -42.8% | +20.5% | -14.9% |
| YTD | -28.9% | -44.8% | +15.9% | -22.1% |
| 1Y | -28.5% | -36.5% | +8.1% | -24.2% |
| 3Y | +104.3% | +27.0% | +77.3% | +87.1% |
| All | +518.2% | -22.5% | +540.7% | +510.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling