+184.4%
CFG vs BRO
-7.4%
+191.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.7% | -8.6% | +6.9% | +0.1% |
| 30D | -4.6% | -6.9% | +2.3% | -3.2% |
| 3M | +7.9% | +10.5% | -2.6% | +4.9% |
| 6M | +19.9% | -2.8% | +22.6% | +19.9% |
| YTD | +21.7% | -16.1% | +37.8% | +26.3% |
| 1Y | +38.4% | -27.6% | +66.0% | +50.6% |
| All | +184.4% | -7.4% | +191.8% | +204.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling