+61.7%
CF vs BRO
-24.4%
+86.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -3.0% |
| 7D | +6.0% | -2.6% | +8.6% | +6.4% |
| 30D | +14.8% | +0.9% | +14.0% | +14.7% |
| 3M | +14.1% | +24.8% | -10.7% | +9.8% |
| 6M | +28.5% | -0.1% | +28.6% | +30.3% |
| YTD | +74.9% | -9.7% | +84.7% | +82.2% |
| 1Y | +61.7% | -24.5% | +86.2% | +78.5% |
| All | +61.7% | -24.4% | +86.1% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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