+96.7%
CFG vs BRO
+17.6%
+79.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.4% | -7.3% | +6.9% | +2.1% |
| 30D | -4.6% | -6.9% | +2.2% | -2.5% |
| 3M | +6.7% | +10.7% | -4.0% | +2.0% |
| 6M | +22.1% | -2.7% | +24.8% | +22.0% |
| YTD | +23.2% | -16.3% | +39.5% | +29.9% |
| 1Y | +40.3% | -29.1% | +69.3% | +58.3% |
| 3Y | +187.9% | -7.8% | +195.7% | +183.6% |
| All | +96.7% | +17.6% | +79.1% | +64.4% |
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