-25.6%
CG vs BRO
-24.4%
-1.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.4% |
| 7D | -4.3% | -2.6% | -1.7% | -3.9% |
| 30D | -5.1% | +0.9% | -6.0% | -5.2% |
| 3M | +8.7% | +24.8% | -16.1% | +4.6% |
| 6M | -9.2% | -0.1% | -9.2% | -8.4% |
| YTD | -18.9% | -9.7% | -9.1% | -16.7% |
| 1Y | -25.6% | -24.5% | -1.2% | -21.4% |
| All | -25.6% | -24.4% | -1.2% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling