+357.2%
CFG vs BRO
+372.9%
-15.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +1.8% |
| 7D | +2.7% | -5.4% | +8.1% | +6.3% |
| 30D | -3.7% | -4.3% | +0.6% | -1.3% |
| 3M | +9.5% | +17.8% | -8.4% | -3.4% |
| 6M | +22.2% | -6.8% | +29.0% | +25.0% |
| YTD | +22.3% | -13.8% | +36.1% | +30.7% |
| 1Y | +39.4% | -27.8% | +67.3% | +68.2% |
| 3Y | +188.5% | -4.7% | +193.2% | +168.0% |
| 5Y | +101.5% | +20.6% | +80.9% | +43.4% |
| 10Y | +308.6% | +293.7% | +14.9% | +4.4% |
| All | +357.2% | +372.9% | -15.6% | +1.7% |
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 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