+237.8%
CF vs BRO
+17.6%
+220.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.3% |
| 7D | -0.8% | -7.6% | +6.8% | +0.7% |
| 30D | +14.3% | -6.9% | +21.1% | +15.8% |
| 3M | +27.9% | +12.8% | +15.0% | +24.2% |
| 6M | +25.5% | -5.9% | +31.4% | +26.6% |
| YTD | +81.2% | -15.9% | +97.1% | +87.1% |
| 1Y | +66.5% | -28.1% | +94.6% | +77.9% |
| 3Y | +76.7% | -7.0% | +83.7% | +73.9% |
| 5Y | +237.8% | +18.0% | +219.8% | +179.7% |
| All | +237.8% | +17.6% | +220.2% | +179.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling