+471.5%
CF vs BRO
+297.2%
+174.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.7% |
| 7D | +4.8% | -0.3% | +5.0% | +4.9% |
| 30D | +4.7% | +11.3% | -6.6% | -0.4% |
| 3M | +7.4% | +0.7% | +6.7% | +6.2% |
| 6M | +0.6% | +32.9% | -32.3% | -13.0% |
| YTD | +64.1% | -8.8% | +72.9% | +67.5% |
| 1Y | +51.4% | -9.2% | +60.6% | +54.8% |
| 3Y | +67.8% | +0.1% | +67.7% | +54.7% |
| 5Y | +114.1% | +15.6% | +98.5% | +72.2% |
| All | +471.5% | +297.2% | +174.2% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling