+5,967.0%
CF vs BRO
+735.1%
+5,231.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -2.4% |
| 7D | +6.0% | -2.6% | +8.6% | +7.4% |
| 30D | +14.8% | +0.9% | +14.0% | +14.2% |
| 3M | +14.1% | +24.8% | -10.7% | +0.8% |
| 6M | +28.5% | -0.1% | +28.6% | +26.5% |
| YTD | +74.9% | -9.7% | +84.7% | +80.4% |
| 1Y | +61.7% | -24.5% | +86.2% | +82.6% |
| 3Y | +80.3% | -1.6% | +81.9% | +69.2% |
| 5Y | +226.0% | +25.6% | +200.4% | +153.7% |
| 10Y | +569.9% | +309.8% | +260.0% | +160.2% |
| All | +5,967.0% | +735.1% | +5,231.9% | +1,456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling