+0.9%
CG vs BRO
+17.6%
-16.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.9% | -7.3% | -2.5% | -6.7% |
| 30D | -11.7% | -6.9% | -4.8% | -8.8% |
| 3M | -4.3% | +10.7% | -14.9% | -9.8% |
| 6M | -8.8% | -2.7% | -6.1% | -8.7% |
| YTD | -26.9% | -16.3% | -10.5% | -21.1% |
| 1Y | -35.4% | -29.1% | -6.3% | -24.1% |
| 3Y | +43.0% | -7.8% | +50.9% | +36.9% |
| All | +0.9% | +17.6% | -16.7% | -23.3% |
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 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