+51.4%
CF vs BRO
-9.4%
+60.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | 0.0% |
| 7D | +4.8% | -0.3% | +5.0% | +4.8% |
| 30D | +4.7% | +11.3% | -6.6% | +3.5% |
| 3M | +7.4% | +0.7% | +6.7% | +7.3% |
| 6M | +0.6% | +32.9% | -32.3% | -3.3% |
| YTD | +64.1% | -8.8% | +72.9% | +70.3% |
| 1Y | +51.4% | -9.2% | +60.6% | +57.1% |
| All | +51.4% | -9.4% | +60.8% | +57.1% |
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